+5,554.1%
FAST vs IBN
+1,532.9%
+4,021.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -0.4% | +1.4% | -1.8% | -0.7% |
| 30D | -0.8% | -0.3% | -0.5% | -0.8% |
| 3M | +5.8% | +17.1% | -11.4% | +2.4% |
| 6M | +8.0% | +3.4% | +4.6% | +7.1% |
| YTD | +25.6% | +2.5% | +23.1% | +24.7% |
| 1Y | +0.8% | -4.2% | +5.0% | +1.3% |
| 3Y | +86.1% | +32.4% | +53.7% | +74.1% |
| 5Y | +100.2% | +59.2% | +41.0% | +79.5% |
| 10Y | +494.2% | +345.7% | +148.5% | +313.0% |
| All | +5,554.1% | +1,532.9% | +4,021.2% | +2,794.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling