-69.7%
FSLY vs IBB
+37.5%
-107.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.3% | +0.7% |
| 7D | -31.4% | -1.8% | -29.6% | -28.1% |
| 30D | -37.3% | +5.1% | -42.4% | -39.9% |
| 3M | -30.1% | +10.7% | -40.8% | -39.7% |
| 6M | -49.8% | +22.9% | -72.7% | -62.9% |
| YTD | +55.7% | +26.7% | +29.0% | +7.7% |
| 1Y | +44.5% | +35.1% | +9.4% | -10.1% |
| 3Y | -4.3% | +80.2% | -84.5% | -65.4% |
| All | -69.7% | +37.5% | -107.2% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling