+531.8%
FAST vs IBB
+130.8%
+401.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +4.8% | +0.8% | +4.0% | +4.3% |
| 30D | +8.6% | +5.2% | +3.4% | +5.6% |
| 3M | +5.7% | +8.6% | -2.9% | +0.7% |
| 6M | +25.5% | +27.8% | -2.4% | +9.7% |
| YTD | +39.6% | +28.8% | +10.8% | +21.0% |
| 1Y | +35.5% | +36.4% | -0.9% | +13.9% |
| 3Y | +96.2% | +89.3% | +6.9% | +36.1% |
| 5Y | +110.2% | +43.3% | +66.9% | +67.2% |
| 10Y | +531.8% | +130.6% | +401.2% | +279.7% |
| All | +531.8% | +130.8% | +401.1% | +279.7% |
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