+34.8%
FAST vs IAG
+52.4%
-17.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | +2.8% |
| 7D | +3.8% | +24.0% | -20.2% | +3.0% |
| 30D | +8.1% | +5.5% | +2.5% | +7.8% |
| 3M | +5.8% | +8.3% | -2.5% | +5.3% |
| 6M | +24.9% | +6.1% | +18.8% | +24.3% |
| YTD | +38.9% | +20.3% | +18.6% | +39.5% |
| All | +34.8% | +52.4% | -17.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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