+524.1%
FAST vs IJR
+165.8%
+358.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.5% |
| 7D | +1.8% | -1.1% | +2.9% | +2.6% |
| 30D | -6.4% | -3.6% | -2.8% | -4.1% |
| 3M | +5.3% | +2.3% | +3.0% | +3.7% |
| 6M | +5.4% | +14.3% | -9.0% | -3.7% |
| YTD | +23.6% | +19.3% | +4.3% | +9.9% |
| 1Y | +4.1% | +22.6% | -18.5% | -9.4% |
| 3Y | +92.4% | +53.5% | +38.8% | +41.1% |
| 5Y | +106.1% | +39.9% | +66.2% | +59.5% |
| 10Y | +524.1% | +172.1% | +352.0% | +172.0% |
| All | +524.1% | +165.8% | +358.3% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling