+5.7%
IYR vs FSLY
-49.3%
+55.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.4% |
| 7D | -0.9% | +11.2% | -12.1% | -1.5% |
| 30D | -2.4% | -18.2% | +15.8% | -1.4% |
| 3M | -2.0% | +21.9% | -23.9% | -3.7% |
| 6M | +2.5% | +4.0% | -1.6% | -0.3% |
| YTD | +8.3% | +123.1% | -114.8% | -1.8% |
| 1Y | +6.5% | +196.9% | -190.4% | -6.8% |
| 3Y | +29.3% | -1.3% | +30.6% | +19.9% |
| 5Y | +5.7% | -50.2% | +55.9% | -8.3% |
| All | +5.7% | -49.3% | +55.0% | -8.3% |
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 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