-32.3%
FSLY vs IONS
-58.0%
+25.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.1% | +10.7% | +4.8% |
| 7D | -22.9% | -30.3% | +7.3% | -13.4% |
| 30D | -44.6% | -37.7% | -6.8% | -35.0% |
| 3M | -41.5% | -50.5% | +9.0% | -26.3% |
| 6M | -20.8% | -62.8% | +41.9% | +7.5% |
| YTD | +59.5% | -64.4% | +123.9% | +118.3% |
| 1Y | +36.1% | -59.5% | +95.6% | +76.2% |
| 3Y | -1.0% | -39.2% | +38.2% | 0.0% |
| 5Y | -66.9% | -15.3% | -51.6% | -72.8% |
| All | -32.3% | -58.0% | +25.6% | -40.3% |
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