-28.3%
FSLY vs IBN
+227.4%
-255.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +11.8% | +5.7% | +6.1% | +9.7% |
| 30D | -36.5% | +20.5% | -57.0% | -41.0% |
| 3M | -39.7% | +15.2% | -55.0% | -43.2% |
| 6M | -9.7% | +34.5% | -44.2% | -20.0% |
| YTD | +68.9% | +16.4% | +52.5% | +57.3% |
| 1Y | +44.5% | +13.5% | +30.9% | +35.7% |
| 3Y | +4.8% | +55.4% | -50.6% | -16.0% |
| 5Y | -66.0% | +73.1% | -139.1% | -73.5% |
| All | -28.3% | +227.4% | -255.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling