-1.8%
IWF vs FSLY
+41.1%
-42.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.0% |
| 7D | +2.8% | +4.9% | -2.0% | +2.6% |
| 30D | -7.5% | -33.5% | +26.0% | -6.4% |
| 3M | -8.5% | -44.6% | +36.1% | -7.2% |
| 6M | -7.4% | -9.2% | +1.8% | -6.9% |
| YTD | -2.6% | +63.3% | -65.9% | -1.3% |
| 1Y | -1.8% | +45.3% | -47.1% | +0.5% |
| All | -1.8% | +41.1% | -42.9% | +0.5% |
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 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