+3.7%
FSLY vs IBB
+86.1%
-82.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | +4.9% | -0.5% | +5.4% | +5.3% |
| 30D | -33.5% | +4.6% | -38.1% | -34.7% |
| 3M | -44.6% | +6.8% | -51.5% | -47.5% |
| 6M | -9.2% | +23.1% | -32.3% | -25.4% |
| YTD | +63.3% | +26.0% | +37.2% | +31.1% |
| 1Y | +45.3% | +30.4% | +14.9% | +12.2% |
| 3Y | +3.7% | +85.4% | -81.7% | -52.1% |
| All | +3.7% | +86.1% | -82.4% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling