-10.4%
FSLY vs IONS
-15.4%
+5.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.7% | +5.2% |
| 7D | +3.5% | -5.3% | +8.8% | +5.3% |
| 30D | -6.4% | +0.3% | -6.7% | -7.0% |
| 3M | +10.9% | -22.9% | +33.8% | +17.9% |
| 6M | +6.7% | -23.4% | +30.1% | +13.6% |
| YTD | +111.1% | -28.3% | +139.4% | +128.4% |
| 1Y | +185.8% | -7.0% | +192.8% | +174.8% |
| 3Y | -6.6% | +37.6% | -44.2% | -31.1% |
| 5Y | -52.4% | +53.4% | -105.8% | -67.7% |
| All | -10.4% | -15.4% | +5.0% | -37.6% |
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