+294.8%
IONQ vs FSLY
-55.9%
+350.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.2% |
| 7D | +0.8% | -10.6% | +11.5% | +4.9% |
| 30D | -1.0% | -20.9% | +19.9% | +5.7% |
| 3M | -39.8% | +3.4% | -43.2% | -41.7% |
| 6M | +6.4% | +2.7% | +3.7% | -7.5% |
| YTD | -11.9% | +102.3% | -114.2% | -49.8% |
| 1Y | -6.2% | +182.1% | -188.2% | -56.8% |
| 3Y | +125.7% | -14.6% | +140.3% | +58.9% |
| All | +294.8% | -55.9% | +350.7% | +238.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling