+524.1%
FAST vs IEF
+4.5%
+519.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.7% |
| 30D | -6.4% | -0.6% | -5.9% | -6.7% |
| 3M | +5.3% | -1.0% | +6.3% | +4.9% |
| 6M | +5.4% | -3.1% | +8.5% | +3.9% |
| YTD | +23.6% | -1.9% | +25.5% | +22.5% |
| 1Y | +4.1% | -1.4% | +5.4% | +3.4% |
| 3Y | +92.4% | +9.8% | +82.6% | +102.0% |
| 5Y | +106.1% | -8.8% | +114.9% | +63.1% |
| 10Y | +524.1% | +4.7% | +519.4% | +508.6% |
| All | +524.1% | +4.5% | +519.5% | +508.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling