-33.9%
FSLY vs IWD
+142.1%
-176.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.4% | +3.5% |
| 7D | -31.4% | -0.5% | -31.0% | -30.3% |
| 30D | -37.3% | +2.7% | -40.0% | -38.8% |
| 3M | -30.1% | +0.9% | -31.0% | -30.2% |
| 6M | -49.8% | +10.5% | -60.3% | -55.1% |
| YTD | +55.7% | +23.7% | +32.0% | +19.8% |
| 1Y | +44.5% | +28.7% | +15.8% | +5.7% |
| 3Y | -4.3% | +79.7% | -84.1% | -52.6% |
| 5Y | -68.2% | +69.7% | -137.9% | -82.0% |
| All | -33.9% | +142.1% | -176.0% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling