-66.5%
FSLY vs IBB
+39.3%
-105.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.7% |
| 7D | +4.9% | -0.5% | +5.4% | +5.5% |
| 30D | -33.5% | +4.6% | -38.1% | -36.1% |
| 3M | -44.6% | +6.8% | -51.5% | -49.9% |
| 6M | -9.2% | +23.1% | -32.3% | -34.3% |
| YTD | +63.3% | +26.0% | +37.2% | +13.7% |
| 1Y | +45.3% | +30.4% | +14.9% | -4.4% |
| 3Y | +3.7% | +85.4% | -81.7% | -64.6% |
| All | -66.5% | +39.3% | -105.8% | -79.0% |
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 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