+507.7%
IREN vs FSLY
+2.5%
+505.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.3% | -3.4% | -6.1% |
| 7D | -16.0% | +4.9% | -20.9% | -16.7% |
| 30D | -40.5% | -33.5% | -7.0% | -36.0% |
| 3M | -59.4% | -44.6% | -14.8% | -55.6% |
| 6M | -67.1% | -9.2% | -57.8% | -66.8% |
| YTD | -51.9% | +63.3% | -115.2% | -59.4% |
| 1Y | -62.7% | +45.3% | -107.9% | -67.5% |
| 3Y | +507.7% | +3.7% | +503.9% | +453.1% |
| All | +507.7% | +2.5% | +505.2% | +453.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling