+98.7%
FAST vs IEF
+10.9%
+87.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | -2.0% | +6.1% | +4.6% |
| 30D | +6.7% | +0.7% | +6.0% | +6.5% |
| 3M | +8.0% | -2.5% | +10.5% | +8.7% |
| 6M | +27.4% | -2.6% | +30.0% | +28.2% |
| YTD | +40.5% | -3.2% | +43.7% | +41.5% |
| 1Y | +38.4% | -3.0% | +41.4% | +39.4% |
| 3Y | +98.7% | +10.5% | +88.1% | +87.3% |
| All | +98.7% | +10.9% | +87.8% | +87.3% |
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