-7.7%
IWF vs FSLY
+93.2%
-100.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -26.9% | +20.5% | -5.5% |
| 7D | -8.9% | -40.0% | +31.1% | -7.6% |
| 30D | -14.6% | -39.7% | +25.1% | -13.4% |
| 3M | -10.8% | -40.9% | +30.1% | -9.8% |
| 6M | -8.2% | -52.5% | +44.3% | -7.4% |
| YTD | -6.5% | +51.1% | -57.6% | -4.9% |
| 1Y | -7.7% | +90.6% | -98.3% | -5.9% |
| All | -7.7% | +93.2% | -100.9% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling