-65.6%
FSLY vs IVZ
+37.5%
-103.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +7.0% |
| 7D | -17.9% | -2.8% | -15.2% | -14.6% |
| 30D | -34.7% | -2.2% | -32.5% | -32.3% |
| 3M | -40.0% | -8.1% | -31.9% | -34.3% |
| 6M | -11.8% | +3.8% | -15.6% | -14.8% |
| YTD | +69.5% | +11.5% | +58.1% | +51.2% |
| 1Y | +44.0% | +23.7% | +20.3% | +15.4% |
| 3Y | +5.2% | +145.8% | -140.6% | -62.2% |
| 5Y | -65.6% | +36.1% | -101.7% | -74.0% |
| All | -65.6% | +37.5% | -103.1% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling