+214.2%
IWF vs FSLY
-22.7%
+236.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.8% |
| 7D | +2.8% | +4.9% | -2.0% | +2.3% |
| 30D | -7.5% | -33.5% | +26.0% | -4.1% |
| 3M | -8.5% | -44.6% | +36.1% | -4.1% |
| 6M | -7.4% | -9.2% | +1.8% | -8.5% |
| YTD | -2.6% | +63.3% | -65.9% | -14.9% |
| 1Y | -1.8% | +45.3% | -47.1% | -13.2% |
| 3Y | +65.5% | +3.7% | +61.7% | +42.0% |
| 5Y | +55.8% | -67.2% | +123.0% | +40.4% |
| All | +214.2% | -22.7% | +236.9% | +124.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling