-10.4%
FSLY vs IBB
+103.2%
-113.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +7.3% |
| 7D | +3.5% | -1.7% | +5.1% | +5.6% |
| 30D | -6.4% | +4.9% | -11.3% | -14.1% |
| 3M | +10.9% | +24.2% | -13.3% | -20.6% |
| 6M | +6.7% | +23.8% | -17.1% | -23.1% |
| YTD | +111.1% | +23.0% | +88.1% | +51.9% |
| 1Y | +185.8% | +46.2% | +139.6% | +59.6% |
| 3Y | -6.6% | +64.8% | -71.4% | -57.6% |
| 5Y | -52.4% | +20.9% | -73.3% | -63.3% |
| All | -10.4% | +103.2% | -113.6% | -59.7% |
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