+33.9%
FSLY vs IWD
+29.9%
+4.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -2.2% |
| 7D | -22.4% | +1.3% | -23.7% | -22.1% |
| 30D | -45.5% | +3.6% | -49.0% | -46.7% |
| 3M | -30.4% | +2.3% | -32.7% | -30.9% |
| 6M | -22.1% | +13.0% | -35.1% | -30.5% |
| YTD | +57.0% | +26.2% | +30.8% | +18.6% |
| All | +33.9% | +29.9% | +4.1% | -4.2% |
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