+34.9%
IREN vs FSLY
+196.5%
-161.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.5% |
| 7D | +14.6% | +11.2% | +3.4% | +14.2% |
| 30D | +17.1% | -18.2% | +35.3% | +17.8% |
| 3M | -16.0% | +21.9% | -37.9% | -16.5% |
| 6M | +16.8% | +4.0% | +12.8% | +18.3% |
| YTD | +20.1% | +123.1% | -103.0% | +27.8% |
| All | +34.9% | +196.5% | -161.6% | +63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling