-16.1%
IP vs FSLY
-55.9%
+39.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.4% |
| 7D | -5.3% | -10.6% | +5.4% | -4.5% |
| 30D | -10.9% | -20.9% | +10.0% | -9.7% |
| 3M | +11.2% | +3.4% | +7.8% | +10.3% |
| 6M | -10.2% | +2.7% | -13.0% | -12.4% |
| YTD | -2.0% | +102.3% | -104.2% | -10.5% |
| 1Y | -19.1% | +182.1% | -201.2% | -28.9% |
| 3Y | +20.9% | -14.6% | +35.4% | +12.3% |
| All | -16.1% | -55.9% | +39.8% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling