-14.2%
FSLY vs IONS
-13.4%
-0.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -10.6% | -4.8% | -5.8% | -9.1% |
| 30D | -20.9% | +7.2% | -28.1% | -23.3% |
| 3M | +3.4% | -22.7% | +26.1% | +10.0% |
| 6M | +2.7% | -26.9% | +29.6% | +11.5% |
| YTD | +102.3% | -26.6% | +128.8% | +117.1% |
| 1Y | +182.1% | -2.1% | +184.2% | +165.9% |
| 3Y | -14.6% | +43.4% | -58.0% | -38.1% |
| 5Y | -55.9% | +47.0% | -102.9% | -69.6% |
| All | -14.2% | -13.4% | -0.8% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling