+164.3%
FSLY vs IWD
+33.0%
+131.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -2.5% |
| 7D | -22.2% | +2.5% | -24.7% | -23.9% |
| 30D | -19.1% | +6.0% | -25.1% | -23.5% |
| 3M | -15.7% | +3.8% | -19.4% | -18.5% |
| 6M | -23.5% | +16.3% | -39.8% | -31.4% |
| YTD | +106.6% | +27.5% | +79.2% | +67.3% |
| 1Y | +164.3% | +32.8% | +131.5% | +108.5% |
| All | +164.3% | +33.0% | +131.2% | +108.5% |
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