+106.8%
FAST vs IFF
-34.7%
+141.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -4.7% | -0.3% | -4.4% | -4.7% |
| 3M | +7.9% | +18.6% | -10.6% | +3.6% |
| 6M | +7.4% | +17.4% | -9.9% | +2.8% |
| YTD | +25.1% | +28.5% | -3.4% | +16.9% |
| 1Y | +4.7% | +32.5% | -27.8% | -3.0% |
| 3Y | +94.7% | +34.1% | +60.6% | +74.1% |
| 5Y | +106.8% | -35.2% | +141.9% | +123.6% |
| All | +106.8% | -34.7% | +141.4% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling