+17.4%
IP vs FSLY
-2.2%
+19.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.4% | -22.2% | +25.6% | +4.9% |
| 30D | +11.2% | -19.1% | +30.4% | +12.3% |
| 3M | -14.8% | -15.7% | +0.9% | -14.7% |
| 6M | +17.3% | -23.5% | +40.8% | +17.0% |
| YTD | -6.2% | +106.6% | -112.8% | -13.9% |
| 1Y | +2.3% | +164.3% | -161.9% | -8.1% |
| 3Y | +17.7% | +19.8% | -2.1% | +7.3% |
| 5Y | -8.4% | -61.3% | +52.9% | -16.5% |
| All | +17.4% | -2.2% | +19.6% | -18.4% |
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 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