-14.2%
FSLY vs IWD
+141.4%
-155.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.6% |
| 7D | -10.6% | -0.3% | -10.4% | -10.2% |
| 30D | -20.9% | +0.6% | -21.5% | -21.5% |
| 3M | +3.4% | +7.2% | -3.8% | -5.5% |
| 6M | +2.7% | +16.2% | -13.5% | -14.5% |
| YTD | +102.3% | +23.3% | +78.9% | +54.7% |
| 1Y | +182.1% | +29.6% | +152.5% | +102.9% |
| 3Y | -14.6% | +70.5% | -85.0% | -55.0% |
| 5Y | -55.9% | +73.5% | -129.4% | -75.7% |
| All | -14.2% | +141.4% | -155.5% | -60.0% |
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