-33.4%
FSLY vs IWD
+146.9%
-180.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -1.8% |
| 7D | -22.4% | +1.3% | -23.7% | -22.9% |
| 30D | -45.5% | +3.6% | -49.0% | -47.5% |
| 3M | -30.4% | +2.3% | -32.7% | -31.9% |
| 6M | -22.1% | +13.0% | -35.1% | -32.9% |
| YTD | +57.0% | +26.2% | +30.8% | +17.6% |
| 1Y | +38.2% | +30.5% | +7.8% | -0.7% |
| 3Y | -2.5% | +86.2% | -88.7% | -53.8% |
| 5Y | -68.8% | +72.9% | -141.7% | -82.9% |
| All | -33.4% | +146.9% | -180.3% | -69.6% |
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