+2.3%
IP vs FSLY
+161.0%
-158.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.4% | -22.2% | +25.6% | +4.1% |
| 30D | +11.2% | -19.1% | +30.4% | +11.7% |
| 3M | -14.8% | -15.7% | +0.9% | -14.7% |
| 6M | +17.3% | -23.5% | +40.8% | +17.2% |
| YTD | -6.2% | +106.6% | -112.8% | -6.4% |
| 1Y | +2.3% | +164.3% | -161.9% | 0.0% |
| All | +2.3% | +161.0% | -158.6% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling