+524.8%
FAST vs IJH
+181.8%
+342.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | -0.4% | -2.5% | +2.0% | +1.5% |
| 30D | -6.4% | -5.0% | -1.4% | -2.7% |
| 3M | +7.1% | +0.5% | +6.5% | +6.6% |
| 6M | +7.0% | +8.2% | -1.2% | +0.7% |
| YTD | +24.1% | +12.5% | +11.7% | +13.5% |
| 1Y | +4.4% | +14.4% | -10.0% | -6.0% |
| 3Y | +93.2% | +49.5% | +43.7% | +39.8% |
| 5Y | +106.4% | +47.8% | +58.6% | +49.2% |
| All | +524.8% | +181.8% | +342.9% | +147.8% |
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