+94.7%
FAST vs IJH
+52.3%
+42.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +1.3% | +1.0% | +0.3% | +0.6% |
| 30D | -4.7% | -3.1% | -1.6% | -2.7% |
| 3M | +7.9% | +1.9% | +6.0% | +6.6% |
| 6M | +7.4% | +11.0% | -3.6% | +0.3% |
| YTD | +25.1% | +14.7% | +10.3% | +14.5% |
| 1Y | +4.7% | +15.6% | -10.9% | -4.7% |
| 3Y | +94.7% | +52.5% | +42.2% | +55.5% |
| All | +94.7% | +52.3% | +42.4% | +55.5% |
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