+6.5%
FAST vs IJH
+14.9%
-8.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | -0.6% | -1.9% | +1.3% | +0.8% |
| 30D | -5.6% | -4.6% | -0.9% | -2.3% |
| 3M | +6.9% | -1.2% | +8.1% | +7.8% |
| 6M | +7.0% | +9.4% | -2.4% | +0.2% |
| YTD | +24.9% | +13.3% | +11.6% | +15.6% |
| 1Y | +6.5% | +13.4% | -6.9% | +0.4% |
| All | +6.5% | +14.9% | -8.4% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling