+82.7%
IREN vs FSLY
-58.3%
+141.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +8.1% |
| 7D | +26.0% | -10.6% | +36.7% | +30.3% |
| 30D | +14.9% | -20.9% | +35.8% | +21.0% |
| 3M | -27.8% | +3.4% | -31.2% | -30.4% |
| 6M | +1.9% | +2.7% | -0.8% | -11.0% |
| YTD | +18.3% | +102.3% | -84.0% | -29.1% |
| 1Y | +71.0% | +182.1% | -111.1% | -19.2% |
| 3Y | +882.0% | -14.6% | +896.5% | +619.2% |
| All | +82.7% | -58.3% | +141.0% | +30.8% |
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