+3,520.2%
FAST vs IEF
+129.2%
+3,391.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | 0.0% |
| 7D | +2.1% | +0.1% | +2.0% | +2.2% |
| 30D | +6.9% | +3.1% | +3.8% | +10.3% |
| 3M | +4.8% | -0.5% | +5.3% | +4.3% |
| 6M | +19.8% | -1.6% | +21.4% | +17.6% |
| YTD | +34.9% | -1.6% | +36.5% | +32.5% |
| 1Y | +32.8% | -1.5% | +34.2% | +30.6% |
| 3Y | +93.7% | +12.4% | +81.3% | +119.9% |
| 5Y | +105.3% | -7.5% | +112.8% | +75.6% |
| 10Y | +595.4% | +5.2% | +590.2% | +640.4% |
| All | +3,520.2% | +129.2% | +3,391.0% | +16,935.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling