+91.9%
IREN vs FSLY
-56.5%
+148.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.4% | +0.7% | +3.7% |
| 7D | +27.5% | +3.5% | +24.0% | +26.0% |
| 30D | +13.8% | -6.4% | +20.2% | +13.9% |
| 3M | -20.7% | +10.9% | -31.6% | -25.5% |
| 6M | +27.9% | +6.7% | +21.2% | +10.5% |
| YTD | +24.3% | +111.1% | -86.8% | -26.5% |
| 1Y | +79.2% | +185.8% | -106.6% | -15.2% |
| 3Y | +904.9% | -6.6% | +911.5% | +607.2% |
| All | +91.9% | -56.5% | +148.4% | +35.6% |
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