+201.1%
IVV vs FSLY
-4.2%
+205.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +0.1% | -10.6% | +10.8% | +1.0% |
| 30D | +0.1% | -20.9% | +21.0% | +1.4% |
| 3M | +2.0% | +3.4% | -1.4% | +1.0% |
| 6M | +13.0% | +2.7% | +10.3% | +9.5% |
| YTD | +13.6% | +102.3% | -88.7% | +1.9% |
| 1Y | +20.1% | +182.1% | -162.0% | +3.2% |
| 3Y | +77.6% | -14.6% | +92.2% | +63.0% |
| 5Y | +82.5% | -55.9% | +138.4% | +65.0% |
| All | +201.1% | -4.2% | +205.3% | +117.4% |
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