+3,914.1%
FAST vs IAG
+337.4%
+3,576.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | -0.2% |
| 7D | +2.1% | +21.4% | -19.3% | +0.9% |
| 30D | +6.9% | +4.0% | +2.8% | +6.5% |
| 3M | +4.8% | +17.0% | -12.2% | +3.6% |
| 6M | +19.8% | +1.4% | +18.4% | +19.0% |
| YTD | +34.9% | +13.8% | +21.1% | +32.4% |
| 1Y | +32.8% | +55.8% | -23.0% | +27.8% |
| 3Y | +93.7% | +647.4% | -553.7% | +65.5% |
| 5Y | +105.3% | +519.1% | -413.8% | +72.9% |
| 10Y | +595.4% | +345.6% | +249.7% | +463.9% |
| All | +3,914.1% | +337.4% | +3,576.7% | +2,864.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling