+4,865.4%
FAST vs IJH
+1,047.0%
+3,818.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +4.2% | +2.3% | +1.9% | +2.0% |
| 30D | +6.7% | +2.1% | +4.6% | +4.5% |
| 3M | +8.0% | -5.7% | +13.7% | +13.7% |
| 6M | +27.4% | +1.4% | +26.0% | +25.4% |
| YTD | +40.5% | +12.6% | +27.9% | +25.5% |
| 1Y | +38.4% | +16.1% | +22.2% | +20.2% |
| 3Y | +98.7% | +57.8% | +40.9% | +27.2% |
| 5Y | +106.7% | +36.8% | +69.9% | +48.4% |
| 10Y | +545.1% | +173.7% | +371.3% | +125.5% |
| All | +4,865.4% | +1,047.0% | +3,818.4% | +284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling