+56.5%
IOT vs FSLY
-41.9%
+98.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.7% | -9.4% | -5.2% |
| 7D | +5.1% | +11.2% | -6.1% | +2.2% |
| 30D | -3.0% | -18.2% | +15.1% | +1.2% |
| 3M | +15.0% | +21.9% | -6.9% | +7.1% |
| 6M | +13.1% | +4.0% | +9.1% | +1.1% |
| YTD | +9.0% | +123.1% | -114.1% | -28.1% |
| 1Y | +0.1% | +196.9% | -196.7% | -43.2% |
| 3Y | +26.4% | -1.3% | +27.7% | -5.6% |
| All | +56.5% | -41.9% | +98.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling