+196.9%
FSLY vs IBB
+44.4%
+152.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.0% |
| 7D | +11.2% | -3.9% | +15.0% | +12.9% |
| 30D | -18.2% | +2.7% | -20.9% | -19.5% |
| 3M | +21.9% | +21.4% | +0.5% | +7.8% |
| 6M | +4.0% | +20.1% | -16.0% | -7.0% |
| YTD | +123.1% | +21.9% | +101.2% | +95.1% |
| 1Y | +196.9% | +44.1% | +152.7% | +106.6% |
| All | +196.9% | +44.4% | +152.5% | +106.6% |
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