+99.8%
FAST vs IAG
+696.0%
-596.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.2% |
| 7D | +4.3% | +3.4% | +0.9% | +4.2% |
| 30D | +8.3% | -2.7% | +11.0% | +8.3% |
| 3M | +6.5% | -0.5% | +7.0% | +6.4% |
| 6M | +29.5% | -4.8% | +34.4% | +29.4% |
| YTD | +41.3% | +9.6% | +31.7% | +41.0% |
| 1Y | +37.4% | +32.2% | +5.2% | +36.9% |
| All | +99.8% | +696.0% | -596.3% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling