+237.2%
IWF vs FSLY
-4.2%
+241.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | +0.5% | -10.6% | +11.2% | +1.7% |
| 30D | -0.4% | -20.9% | +20.5% | +1.4% |
| 3M | -2.6% | +3.4% | -6.0% | -3.8% |
| 6M | +9.1% | +2.7% | +6.4% | +4.6% |
| YTD | +4.5% | +102.3% | -97.8% | -9.7% |
| 1Y | +10.1% | +182.1% | -172.0% | -10.1% |
| 3Y | +77.6% | -14.6% | +92.2% | +58.7% |
| 5Y | +73.7% | -55.9% | +129.6% | +53.0% |
| All | +237.2% | -4.2% | +241.4% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling