+548.6%
FAST vs IFF
-10.8%
+559.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +4.3% | -5.7% | +10.0% | +6.1% |
| 30D | +8.3% | -2.7% | +11.0% | +9.0% |
| 3M | +6.5% | -2.3% | +8.8% | +6.9% |
| 6M | +29.5% | +6.0% | +23.5% | +26.1% |
| YTD | +41.3% | +24.6% | +16.7% | +29.3% |
| 1Y | +37.4% | +29.4% | +8.0% | +24.0% |
| 3Y | +98.5% | +23.1% | +75.4% | +76.2% |
| 5Y | +111.1% | -37.2% | +148.3% | +134.9% |
| 10Y | +548.6% | -10.8% | +559.4% | +494.8% |
| All | +548.6% | -10.8% | +559.4% | +494.8% |
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