+202.0%
IONQ vs FSLY
-81.8%
+283.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.1% | +20.4% | +22.4% |
| 7D | +8.6% | -31.4% | +40.0% | +22.5% |
| 30D | -21.1% | -37.3% | +16.2% | -8.7% |
| 3M | -17.9% | -30.1% | +12.2% | -10.9% |
| 6M | -37.9% | -49.8% | +11.8% | -27.7% |
| YTD | -27.3% | +55.7% | -83.0% | -53.8% |
| 1Y | -43.2% | +44.5% | -87.7% | -62.8% |
| 3Y | +191.0% | -4.3% | +195.3% | +88.8% |
| 5Y | +69.3% | -68.2% | +137.4% | +27.6% |
| All | +202.0% | -81.8% | +283.9% | +136.2% |
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