+524.1%
FAST vs IFF
-21.7%
+545.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | +1.8% | -3.0% | +4.8% | +2.8% |
| 30D | -6.4% | -0.9% | -5.5% | -6.3% |
| 3M | +5.3% | +11.8% | -6.5% | +1.3% |
| 6M | +5.4% | +16.5% | -11.2% | -0.8% |
| YTD | +23.6% | +26.5% | -2.9% | +13.0% |
| 1Y | +4.1% | +32.7% | -28.6% | -6.6% |
| 3Y | +92.4% | +32.0% | +60.4% | +66.7% |
| 5Y | +106.1% | -36.1% | +142.2% | +127.5% |
| 10Y | +524.1% | -20.1% | +544.1% | +509.6% |
| All | +524.1% | -21.7% | +545.8% | +509.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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