+150.0%
IONQ vs FSLY
+2.5%
+147.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -5.6% |
| 7D | -11.5% | +4.9% | -16.3% | -12.6% |
| 30D | -8.1% | -33.5% | +25.4% | +1.1% |
| 3M | -35.8% | -44.6% | +8.8% | -27.1% |
| 6M | -47.7% | -9.2% | -38.5% | -47.8% |
| YTD | -35.6% | +63.3% | -98.9% | -51.9% |
| 1Y | -36.4% | +45.3% | -81.7% | -50.4% |
| 3Y | +150.0% | +3.7% | +146.3% | +59.0% |
| All | +150.0% | +2.5% | +147.5% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling