+97.4%
FAST vs IJH
+59.0%
+38.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +4.8% | 0.0% | +4.8% | +4.7% |
| 30D | +8.6% | +1.0% | +7.7% | +7.8% |
| 3M | +5.7% | -4.1% | +9.8% | +8.6% |
| 6M | +25.5% | +0.7% | +24.7% | +24.7% |
| YTD | +39.6% | +13.2% | +26.4% | +28.3% |
| 1Y | +35.5% | +14.9% | +20.6% | +23.3% |
| All | +97.4% | +59.0% | +38.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling