+7.1%
FAST vs IJH
+12.7%
-5.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.8% | -1.5% | +0.7% | +0.3% |
| 3M | +5.8% | +0.8% | +5.0% | +5.2% |
| All | +7.1% | +12.7% | -5.5% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling