+12.8%
IP vs FSLY
-28.5%
+41.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -26.9% | +22.9% | -2.3% |
| 7D | -5.0% | -40.0% | +35.0% | -2.3% |
| 30D | +6.5% | -39.7% | +46.2% | +9.3% |
| 3M | -18.0% | -40.9% | +22.9% | -16.3% |
| 6M | +10.3% | -52.5% | +62.8% | +13.2% |
| YTD | -9.9% | +51.1% | -61.0% | -15.9% |
| 1Y | -1.1% | +90.6% | -91.6% | -9.6% |
| 3Y | +13.0% | -12.4% | +25.4% | +4.8% |
| 5Y | -12.3% | -69.1% | +56.8% | -18.9% |
| All | +12.8% | -28.5% | +41.2% | -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 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