+231.5%
IWF vs FSLY
+5.6%
+225.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.7% | +7.5% | -9.2% | -2.5% |
| 30D | -1.8% | -21.1% | +19.2% | +0.3% |
| 3M | +1.5% | +21.8% | -20.3% | -1.4% |
| 6M | +7.7% | -0.1% | +7.8% | +3.7% |
| YTD | +2.7% | +123.1% | -120.4% | -12.2% |
| 1Y | +6.8% | +208.6% | -201.8% | -13.6% |
| 3Y | +76.9% | -1.3% | +78.1% | +55.3% |
| 5Y | +73.4% | -48.4% | +121.8% | +50.2% |
| All | +231.5% | +5.6% | +225.9% | +131.9% |
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 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