-33.4%
FSLY vs IBB
+115.2%
-148.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -2.9% |
| 7D | -22.4% | +2.7% | -25.1% | -23.8% |
| 30D | -45.5% | +6.3% | -51.8% | -48.9% |
| 3M | -30.4% | +11.1% | -41.5% | -40.0% |
| 6M | -22.1% | +29.2% | -51.3% | -46.8% |
| YTD | +57.0% | +30.2% | +26.8% | +6.0% |
| 1Y | +38.2% | +39.5% | -1.3% | -15.8% |
| 3Y | -2.5% | +92.3% | -94.8% | -64.4% |
| 5Y | -68.8% | +43.0% | -111.8% | -80.6% |
| All | -33.4% | +115.2% | -148.6% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling