+3,638.4%
FAST vs IAG
+377.5%
+3,260.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +0.9% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +28.9% | -29.7% | -2.4% |
| 3M | +5.8% | +19.1% | -13.4% | +4.3% |
| 6M | +8.0% | -10.3% | +18.2% | +8.1% |
| YTD | +25.6% | +24.2% | +1.4% | +22.9% |
| 1Y | +0.8% | +116.5% | -115.7% | -5.0% |
| 3Y | +86.1% | +742.8% | -656.7% | +57.9% |
| 5Y | +100.2% | +753.3% | -653.1% | +65.3% |
| 10Y | +494.2% | +403.2% | +91.0% | +376.8% |
| All | +3,638.4% | +377.5% | +3,260.9% | +2,650.7% |
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