+182.1%
FSLY vs IBB
+51.5%
+130.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | -10.6% | +1.4% | -12.1% | -11.2% |
| 30D | -20.9% | +10.5% | -31.4% | -24.9% |
| 3M | +3.4% | +23.6% | -20.2% | -8.7% |
| 6M | +2.7% | +22.6% | -19.9% | -8.9% |
| YTD | +102.3% | +25.7% | +76.6% | +75.0% |
| 1Y | +182.1% | +51.4% | +130.7% | +92.9% |
| All | +182.1% | +51.5% | +130.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling