+60.1%
IWF vs FSLY
-65.4%
+125.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | +1.6% |
| 7D | -1.1% | -17.9% | +16.9% | +0.6% |
| 30D | -8.3% | -34.7% | +26.4% | -4.8% |
| 3M | -5.6% | -40.0% | +34.5% | -1.9% |
| 6M | -5.4% | -11.8% | +6.4% | -6.2% |
| YTD | -1.2% | +69.5% | -70.7% | -14.2% |
| 1Y | -2.7% | +44.0% | -46.6% | -13.7% |
| 3Y | +67.8% | +5.2% | +62.5% | +43.0% |
| 5Y | +60.1% | -65.6% | +125.7% | +45.3% |
| All | +60.1% | -65.4% | +125.5% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling