-33.4%
FSLY vs IONS
-53.8%
+20.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -21.4% | +22.2% | +8.4% |
| 7D | -22.4% | -24.8% | +2.4% | -14.9% |
| 30D | -45.5% | -31.5% | -13.9% | -38.0% |
| 3M | -30.4% | -45.2% | +14.8% | -15.2% |
| 6M | -22.1% | -59.1% | +37.0% | +2.5% |
| YTD | +57.0% | -60.8% | +117.8% | +108.3% |
| 1Y | +38.2% | -57.9% | +96.1% | +77.4% |
| 3Y | -2.5% | -34.5% | +32.0% | -3.6% |
| 5Y | -68.8% | -8.8% | -60.0% | -74.9% |
| All | -33.4% | -53.8% | +20.4% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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