-44.7%
IONQ vs FSLY
+161.0%
-205.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -8.9% | -22.2% | +13.3% | -5.8% |
| 30D | -31.3% | -19.1% | -12.1% | -29.3% |
| 3M | -29.2% | -15.7% | -13.5% | -28.1% |
| 6M | -35.4% | -23.5% | -12.0% | -34.6% |
| YTD | -34.2% | +106.6% | -140.8% | -35.9% |
| 1Y | -44.7% | +164.3% | -208.9% | -49.4% |
| All | -44.7% | +161.0% | -205.6% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling