+533.3%
FAST vs IJH
+171.8%
+361.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.2% | +2.3% | +1.9% | +2.4% |
| 30D | +6.7% | +2.1% | +4.6% | +4.9% |
| 3M | +8.0% | -5.7% | +13.7% | +12.7% |
| 6M | +27.4% | +1.4% | +26.0% | +25.8% |
| YTD | +40.5% | +12.6% | +27.9% | +28.2% |
| 1Y | +38.4% | +16.1% | +22.2% | +23.4% |
| 3Y | +98.7% | +57.8% | +40.9% | +38.4% |
| 5Y | +106.7% | +36.8% | +69.9% | +59.1% |
| All | +533.3% | +171.8% | +361.6% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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