+111.1%
IWM vs FSLY
0.0%
+111.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.9% |
| 7D | +1.4% | +3.5% | -2.1% | +1.0% |
| 30D | -2.3% | -6.4% | +4.1% | -2.2% |
| 3M | +4.0% | +10.9% | -6.9% | +1.9% |
| 6M | +17.9% | +6.7% | +11.2% | +12.6% |
| YTD | +20.2% | +111.1% | -90.9% | +3.1% |
| 1Y | +25.0% | +185.8% | -160.8% | +1.6% |
| 3Y | +66.0% | -6.6% | +72.6% | +46.3% |
| 5Y | +40.0% | -52.4% | +92.4% | +21.9% |
| All | +111.1% | 0.0% | +111.1% | +44.1% |
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