-10.4%
FSLY vs IWD
+139.4%
-149.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.2% | +5.4% |
| 7D | +3.5% | -0.2% | +3.6% | +3.7% |
| 30D | -6.4% | -0.8% | -5.6% | -5.5% |
| 3M | +10.9% | +8.0% | +2.9% | 0.0% |
| 6M | +6.7% | +18.2% | -11.5% | -13.1% |
| YTD | +111.1% | +22.3% | +88.8% | +63.1% |
| 1Y | +185.8% | +28.9% | +156.9% | +106.9% |
| 3Y | -6.6% | +71.5% | -78.1% | -51.1% |
| 5Y | -52.4% | +73.6% | -126.0% | -73.7% |
| All | -10.4% | +139.4% | -149.8% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling