+13.4%
IP vs FSLY
-22.7%
+36.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +1.6% |
| 7D | -0.3% | +4.9% | -5.1% | -0.6% |
| 30D | +7.9% | -33.5% | +41.5% | +10.1% |
| 3M | -15.3% | -44.6% | +29.3% | -13.0% |
| 6M | +10.5% | -9.2% | +19.7% | +9.6% |
| YTD | -9.4% | +63.3% | -72.6% | -15.8% |
| 1Y | -4.6% | +45.3% | -49.9% | -10.8% |
| 3Y | +21.2% | +3.7% | +17.5% | +11.2% |
| 5Y | -13.3% | -67.2% | +53.8% | -20.2% |
| All | +13.4% | -22.7% | +36.1% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling