+4,833.9%
FAST vs IJH
+1,052.7%
+3,781.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | +4.8% | 0.0% | +4.8% | +4.7% |
| 30D | +8.6% | +1.0% | +7.7% | +7.5% |
| 3M | +5.7% | -4.1% | +9.8% | +9.6% |
| 6M | +25.5% | +0.7% | +24.7% | +24.2% |
| YTD | +39.6% | +13.2% | +26.4% | +24.2% |
| 1Y | +35.5% | +14.9% | +20.6% | +18.8% |
| 3Y | +96.2% | +58.4% | +37.8% | +25.2% |
| 5Y | +110.2% | +38.7% | +71.5% | +49.0% |
| 10Y | +531.8% | +177.9% | +353.9% | +117.6% |
| All | +4,833.9% | +1,052.7% | +3,781.2% | +279.9% |
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