+92.1%
FAST vs IEF
+10.0%
+82.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -6.4% | -0.6% | -5.9% | -6.3% |
| 3M | +5.3% | -1.0% | +6.3% | +5.5% |
| 6M | +5.4% | -3.1% | +8.4% | +5.9% |
| YTD | +23.6% | -1.9% | +25.4% | +24.0% |
| 1Y | +4.1% | -1.4% | +5.4% | +4.4% |
| All | +92.1% | +10.0% | +82.0% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling