+164.3%
FSLY vs IVZ
+30.5%
+133.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.3% | -2.3% |
| 7D | -22.2% | +2.6% | -24.8% | -23.1% |
| 30D | -19.1% | -3.5% | -15.7% | -17.7% |
| 3M | -15.7% | -7.4% | -8.3% | -12.2% |
| 6M | -23.5% | +14.7% | -38.2% | -27.1% |
| YTD | +106.6% | +14.6% | +92.0% | +90.0% |
| 1Y | +164.3% | +30.7% | +133.6% | +118.4% |
| All | +164.3% | +30.5% | +133.7% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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