+575.3%
FAST vs IBB
+156.3%
+419.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.7% |
| 7D | +2.1% | -1.8% | +3.9% | +2.9% |
| 30D | +6.9% | +5.1% | +1.8% | +3.9% |
| 3M | +4.8% | +10.7% | -5.9% | -1.2% |
| 6M | +19.8% | +22.9% | -3.1% | +6.7% |
| YTD | +34.9% | +26.7% | +8.2% | +17.7% |
| 1Y | +32.8% | +35.1% | -2.3% | +11.9% |
| 3Y | +93.7% | +80.2% | +13.6% | +37.4% |
| 5Y | +105.3% | +37.8% | +67.5% | +66.3% |
| All | +575.3% | +156.3% | +419.0% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling