+101.5%
IWM vs FSLY
-24.5%
+125.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | +0.3% | -22.9% | +23.2% | +2.7% |
| 30D | +0.6% | -44.6% | +45.2% | +6.2% |
| 3M | -6.2% | -41.5% | +35.3% | -2.4% |
| 6M | -0.8% | -20.8% | +20.0% | -0.9% |
| YTD | +14.8% | +59.5% | -44.8% | 0.0% |
| 1Y | +16.1% | +36.1% | -20.0% | +3.1% |
| 3Y | +71.5% | -1.0% | +72.5% | +47.5% |
| 5Y | +25.8% | -66.9% | +92.7% | +12.4% |
| All | +101.5% | -24.5% | +125.9% | +39.8% |
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