-50.2%
FSLY vs IVZ
+61.5%
-111.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.3% |
| 7D | +11.2% | +1.2% | +10.0% | +9.8% |
| 30D | -18.2% | +1.8% | -19.9% | -19.2% |
| 3M | +21.9% | +15.7% | +6.2% | +6.1% |
| 6M | +4.0% | +36.3% | -32.3% | -21.4% |
| YTD | +123.1% | +24.9% | +98.2% | +78.3% |
| 1Y | +196.9% | +48.9% | +147.9% | +99.7% |
| 3Y | -1.3% | +136.8% | -138.1% | -61.1% |
| 5Y | -50.2% | +60.0% | -110.2% | -69.4% |
| All | -50.2% | +61.5% | -111.7% | -69.4% |
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 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