-14.2%
FSLY vs IVZ
+124.8%
-139.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | -10.6% | +0.6% | -11.3% | -10.9% |
| 30D | -20.9% | +4.0% | -24.9% | -22.3% |
| 3M | +3.4% | +18.2% | -14.8% | -6.0% |
| 6M | +2.7% | +32.8% | -30.1% | -12.3% |
| YTD | +102.3% | +28.7% | +73.5% | +74.1% |
| 1Y | +182.1% | +55.4% | +126.7% | +117.8% |
| 3Y | -14.6% | +135.2% | -149.8% | -48.4% |
| 5Y | -55.9% | +64.2% | -120.1% | -68.3% |
| All | -14.2% | +124.8% | -139.0% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling