-12.4%
IP vs FSLY
-68.3%
+55.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.2% | +0.6% |
| 7D | -5.1% | -31.4% | +26.4% | -2.9% |
| 30D | +8.5% | -37.3% | +45.8% | +11.4% |
| 3M | -13.8% | -30.1% | +16.3% | -12.8% |
| 6M | +5.7% | -49.8% | +55.5% | +8.4% |
| YTD | -9.1% | +55.7% | -64.8% | -16.4% |
| 1Y | -0.8% | +44.5% | -45.3% | -8.3% |
| 3Y | +14.8% | -4.3% | +19.1% | +3.8% |
| All | -12.4% | -68.3% | +55.9% | -25.8% |
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