-49.8%
FSLY vs IWD
+10.9%
-60.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +4.1% |
| 7D | -31.4% | -0.5% | -31.0% | -27.6% |
| 30D | -37.3% | +2.7% | -40.0% | -38.5% |
| 3M | -30.1% | +0.9% | -31.0% | -28.7% |
| 6M | -49.8% | +10.5% | -60.3% | -66.2% |
| All | -49.8% | +10.9% | -60.7% | -66.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling