-55.6%
FSLY vs IWD
+73.6%
-129.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.1% |
| 7D | -10.6% | -0.3% | -10.4% | -10.0% |
| 30D | -20.9% | +0.6% | -21.5% | -21.9% |
| 3M | +3.4% | +7.2% | -3.8% | -10.8% |
| 6M | +2.7% | +16.2% | -13.5% | -23.9% |
| YTD | +102.3% | +23.3% | +78.9% | +30.1% |
| 1Y | +182.1% | +29.6% | +152.5% | +63.3% |
| 3Y | -14.6% | +70.5% | -85.0% | -73.1% |
| All | -55.6% | +73.6% | -129.2% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling