+4,455.0%
FAST vs IBB
+560.8%
+3,894.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.2% |
| 7D | -0.4% | +1.4% | -1.8% | -1.2% |
| 30D | -0.8% | +10.5% | -11.3% | -6.3% |
| 3M | +5.8% | +23.6% | -17.9% | -6.3% |
| 6M | +8.0% | +22.6% | -14.6% | -4.2% |
| YTD | +25.6% | +25.7% | 0.0% | +9.7% |
| 1Y | +0.8% | +51.4% | -50.6% | -21.0% |
| 3Y | +86.1% | +64.4% | +21.7% | +37.2% |
| 5Y | +100.2% | +22.1% | +78.1% | +71.4% |
| 10Y | +494.2% | +132.5% | +361.7% | +240.0% |
| All | +4,455.0% | +560.8% | +3,894.2% | +1,008.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling