+533.3%
FAST vs IBN
+385.6%
+147.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.2% | +1.9% | +2.3% | +3.7% |
| 30D | +6.7% | +22.1% | -15.4% | +2.1% |
| 3M | +8.0% | +17.1% | -9.1% | +4.3% |
| 6M | +27.4% | +35.5% | -8.1% | +19.0% |
| YTD | +40.5% | +16.8% | +23.7% | +35.3% |
| 1Y | +38.4% | +12.4% | +26.0% | +34.3% |
| 3Y | +98.7% | +58.0% | +40.6% | +77.6% |
| 5Y | +106.7% | +73.7% | +33.0% | +80.0% |
| All | +533.3% | +385.6% | +147.8% | +368.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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