+106.1%
FAST vs IJH
+47.6%
+58.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.4% |
| 7D | +1.8% | -0.7% | +2.5% | +2.3% |
| 30D | -6.4% | -3.8% | -2.6% | -3.8% |
| 3M | +5.3% | 0.0% | +5.3% | +5.3% |
| 6M | +5.4% | +8.8% | -3.4% | -0.8% |
| YTD | +23.6% | +13.5% | +10.1% | +13.0% |
| 1Y | +4.1% | +15.4% | -11.3% | -6.2% |
| 3Y | +92.4% | +50.9% | +41.5% | +41.4% |
| 5Y | +106.1% | +47.8% | +58.3% | +49.8% |
| All | +106.1% | +47.6% | +58.5% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling