+90.1%
FAST vs IBB
+64.8%
+25.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.1% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | -0.8% | +10.5% | -11.3% | -4.4% |
| 3M | +5.8% | +23.6% | -17.9% | -2.4% |
| 6M | +8.0% | +22.6% | -14.6% | -0.3% |
| YTD | +25.6% | +25.7% | 0.0% | +14.7% |
| 1Y | +0.8% | +51.4% | -50.6% | -14.8% |
| All | +90.1% | +64.8% | +25.3% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling