-30.7%
FSLY vs IONS
-56.7%
+25.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.4% | -9.7% | -5.6% |
| 7D | +4.9% | -26.3% | +31.1% | +14.9% |
| 30D | -33.5% | -31.9% | -1.6% | -24.6% |
| 3M | -44.6% | -48.0% | +3.3% | -31.6% |
| 6M | -9.2% | -62.6% | +53.3% | +23.0% |
| YTD | +63.3% | -63.3% | +126.5% | +120.7% |
| 1Y | +45.3% | -58.4% | +103.7% | +86.1% |
| 3Y | +3.7% | -38.2% | +42.0% | +4.2% |
| 5Y | -67.2% | -11.1% | -56.1% | -73.5% |
| All | -30.7% | -56.7% | +25.9% | -39.7% |
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