-4.3%
FSLY vs IBB
+78.6%
-83.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +1.5% |
| 7D | -31.4% | -1.8% | -29.6% | -29.1% |
| 30D | -37.3% | +5.1% | -42.4% | -38.6% |
| 3M | -30.1% | +10.7% | -40.8% | -35.9% |
| 6M | -49.8% | +22.9% | -72.7% | -58.2% |
| YTD | +55.7% | +26.7% | +29.0% | +24.4% |
| 1Y | +44.5% | +35.1% | +9.4% | +7.3% |
| 3Y | -4.3% | +80.2% | -84.5% | -51.9% |
| All | -4.3% | +78.6% | -83.0% | -51.9% |
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 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