+45.3%
FSLY vs IVZ
+21.9%
+23.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.6% | -4.9% | -4.3% |
| 7D | +4.9% | +6.8% | -1.9% | +0.2% |
| 30D | -33.5% | +3.5% | -37.1% | -33.5% |
| 3M | -44.6% | -10.0% | -34.6% | -40.6% |
| 6M | -9.2% | +4.5% | -13.7% | -9.1% |
| YTD | +63.3% | +12.6% | +50.7% | +52.1% |
| 1Y | +45.3% | +24.4% | +20.8% | +31.0% |
| All | +45.3% | +21.9% | +23.3% | +31.0% |
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