+188.2%
IVV vs FSLY
-26.3%
+214.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.7% | +0.1% |
| 7D | -2.7% | -31.4% | +28.7% | -0.1% |
| 30D | -5.4% | -37.3% | +31.9% | -2.5% |
| 3M | -4.1% | -30.1% | +26.1% | -2.7% |
| 6M | +0.7% | -49.8% | +50.5% | +3.6% |
| YTD | +8.7% | +55.7% | -47.0% | -1.4% |
| 1Y | +11.0% | +44.5% | -33.5% | +1.2% |
| 3Y | +75.4% | -4.3% | +79.8% | +57.3% |
| 5Y | +68.3% | -68.2% | +136.5% | +55.0% |
| All | +188.2% | -26.3% | +214.5% | +110.3% |
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