+46.2%
IBIT vs FSLY
-5.9%
+52.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.3% |
| 7D | -9.2% | +4.9% | -14.0% | -9.5% |
| 30D | -15.8% | -33.5% | +17.7% | -14.0% |
| 3M | +8.5% | -44.6% | +53.2% | +11.4% |
| 6M | -13.7% | -9.2% | -4.5% | -14.2% |
| YTD | -21.6% | +63.3% | -84.8% | -27.6% |
| 1Y | -30.0% | +45.3% | -75.2% | -34.6% |
| All | +46.2% | -5.9% | +52.1% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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