+182.1%
FSLY vs IWD
+30.5%
+151.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.7% |
| 7D | -10.6% | -0.3% | -10.4% | -10.3% |
| 30D | -20.9% | +0.6% | -21.5% | -21.4% |
| 3M | +3.4% | +7.2% | -3.8% | -4.5% |
| 6M | +2.7% | +16.2% | -13.5% | -13.7% |
| YTD | +102.3% | +23.3% | +78.9% | +54.2% |
| 1Y | +182.1% | +29.6% | +152.5% | +91.5% |
| All | +182.1% | +30.5% | +151.6% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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