+3.7%
FSLY vs IWD
+85.1%
-81.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.7% |
| 7D | +4.9% | +2.3% | +2.6% | +0.7% |
| 30D | -33.5% | +3.6% | -37.1% | -36.6% |
| 3M | -44.6% | +2.2% | -46.8% | -46.0% |
| 6M | -9.2% | +13.0% | -22.2% | -25.5% |
| YTD | +63.3% | +26.5% | +36.7% | +9.6% |
| 1Y | +45.3% | +30.1% | +15.1% | -7.6% |
| 3Y | +3.7% | +84.9% | -81.1% | -71.5% |
| All | +3.7% | +85.1% | -81.4% | -71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling