+18.9%
IWM vs FSLY
+161.0%
-142.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +1.0% | -22.2% | +23.1% | +1.4% |
| 30D | +0.2% | -19.1% | +19.4% | +0.6% |
| 3M | -5.6% | -15.7% | +10.1% | -5.5% |
| 6M | +2.7% | -23.5% | +26.2% | +2.7% |
| YTD | +16.2% | +106.6% | -90.5% | +17.5% |
| 1Y | +18.9% | +164.3% | -145.3% | +20.4% |
| All | +18.9% | +161.0% | -142.0% | +20.4% |
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 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