+69,298.0%
FAST vs IFF
+856.0%
+68,441.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | -1.8% | +1.5% | +0.4% |
| 30D | -0.8% | -2.0% | +1.2% | -0.2% |
| 3M | +5.8% | +18.5% | -12.8% | -1.9% |
| 6M | +8.0% | +11.7% | -3.7% | +1.4% |
| YTD | +25.6% | +29.6% | -3.9% | +10.7% |
| 1Y | +0.8% | +35.0% | -34.1% | -13.1% |
| 3Y | +86.1% | +32.3% | +53.8% | +55.7% |
| 5Y | +100.2% | -34.6% | +134.8% | +117.1% |
| 10Y | +494.2% | -20.6% | +514.8% | +455.8% |
| All | +69,298.0% | +856.0% | +68,441.9% | +23,629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling