+3,271.5%
FAST vs IEF
+129.4%
+3,142.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.7% |
| 7D | -0.4% | -0.3% | -0.1% | -0.7% |
| 30D | -0.8% | -0.8% | 0.0% | -1.6% |
| 3M | +5.8% | -1.0% | +6.7% | +4.6% |
| 6M | +8.0% | -2.8% | +10.7% | +4.7% |
| YTD | +25.6% | -1.5% | +27.1% | +23.5% |
| 1Y | +0.8% | -0.4% | +1.2% | +0.3% |
| 3Y | +86.1% | +9.7% | +76.5% | +105.1% |
| 5Y | +100.2% | -8.3% | +108.5% | +68.8% |
| 10Y | +494.2% | +4.6% | +489.6% | +527.6% |
| All | +3,271.5% | +129.4% | +3,142.1% | +15,779.7% |
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