-5.3%
FSLY vs IBN
+174.7%
-180.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +7.5% | -5.5% | +13.0% | +9.6% |
| 30D | -21.1% | -3.4% | -17.7% | -20.2% |
| 3M | +21.8% | +8.7% | +13.1% | +17.6% |
| 6M | -0.1% | +3.7% | -3.8% | -2.4% |
| YTD | +123.1% | -2.4% | +125.5% | +122.9% |
| 1Y | +208.6% | -8.1% | +216.6% | +213.4% |
| 3Y | -1.3% | +26.3% | -27.6% | -13.9% |
| 5Y | -48.4% | +54.9% | -103.3% | -57.4% |
| All | -5.3% | +174.7% | -180.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling