+93.7%
FAST vs IBN
+51.2%
+42.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.6% |
| 7D | +2.1% | +15.1% | -13.0% | -0.6% |
| 30D | +6.9% | +21.6% | -14.8% | +3.0% |
| 3M | +4.8% | +11.2% | -6.3% | +2.7% |
| 6M | +19.8% | +27.8% | -8.0% | +14.0% |
| YTD | +34.9% | +14.7% | +20.2% | +30.4% |
| 1Y | +32.8% | +14.4% | +18.4% | +28.4% |
| 3Y | +93.7% | +52.1% | +41.6% | +77.5% |
| All | +93.7% | +51.2% | +42.5% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling