+112.0%
IWM vs FSLY
-4.2%
+116.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +0.1% | -10.6% | +10.7% | +1.2% |
| 30D | -1.3% | -20.9% | +19.6% | +0.6% |
| 3M | +1.6% | +3.4% | -1.8% | +0.3% |
| 6M | +13.6% | +2.7% | +10.8% | +8.8% |
| YTD | +20.8% | +102.3% | -81.5% | +4.0% |
| 1Y | +26.4% | +182.1% | -155.6% | +2.9% |
| 3Y | +60.7% | -14.6% | +75.2% | +43.1% |
| 5Y | +38.2% | -55.9% | +94.1% | +21.3% |
| All | +112.0% | -4.2% | +116.2% | +45.5% |
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