-14.2%
FSLY vs IBB
+107.7%
-121.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.3% |
| 7D | -10.6% | +1.4% | -12.1% | -12.5% |
| 30D | -20.9% | +10.5% | -31.4% | -32.4% |
| 3M | +3.4% | +23.6% | -20.2% | -25.1% |
| 6M | +2.7% | +22.6% | -19.9% | -24.8% |
| YTD | +102.3% | +25.7% | +76.6% | +41.6% |
| 1Y | +182.1% | +51.4% | +130.7% | +50.3% |
| 3Y | -14.6% | +64.4% | -78.9% | -60.8% |
| 5Y | -55.9% | +22.1% | -78.0% | -66.4% |
| All | -14.2% | +107.7% | -121.9% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling