-33.9%
FSLY vs IBB
+109.4%
-143.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +0.7% |
| 7D | -31.4% | -1.8% | -29.6% | -28.2% |
| 30D | -37.3% | +5.1% | -42.4% | -40.0% |
| 3M | -30.1% | +10.7% | -40.8% | -39.6% |
| 6M | -49.8% | +22.9% | -72.7% | -62.6% |
| YTD | +55.7% | +26.7% | +29.0% | +9.3% |
| 1Y | +44.5% | +35.1% | +9.4% | -8.0% |
| 3Y | -4.3% | +80.2% | -84.5% | -61.5% |
| 5Y | -68.2% | +37.8% | -106.0% | -79.2% |
| All | -33.9% | +109.4% | -143.3% | -71.0% |
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