+31.6%
FAST vs IEF
-1.9%
+33.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.4% |
| 7D | +3.4% | +0.9% | +2.5% | +2.9% |
| 30D | +5.5% | +3.1% | +2.4% | +3.9% |
| 3M | +7.6% | -1.4% | +8.9% | +8.9% |
| 6M | +19.8% | -1.6% | +21.4% | +21.4% |
| YTD | +35.5% | -2.1% | +37.6% | +37.2% |
| 1Y | +31.6% | -2.0% | +33.6% | +33.2% |
| All | +31.6% | -1.9% | +33.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling