+25.0%
IWM vs FSLY
+187.7%
-162.7%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -0.6% |
| 7D | +1.4% | +3.5% | -2.1% | +1.3% |
| 30D | -2.3% | -6.4% | +4.1% | -2.2% |
| 3M | +4.0% | +10.9% | -6.9% | +3.6% |
| 6M | +17.9% | +6.7% | +11.2% | +17.6% |
| YTD | +20.2% | +111.1% | -90.9% | +19.8% |
| 1Y | +25.0% | +185.8% | -160.8% | +23.1% |
| All | +25.0% | +187.7% | -162.7% | +23.1% |
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 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