+548.6%
FAST vs IJR
+162.1%
+386.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.7% |
| 7D | +4.3% | -0.4% | +4.7% | +4.5% |
| 30D | +8.3% | +3.5% | +4.8% | +5.7% |
| 3M | +6.5% | -3.8% | +10.2% | +9.1% |
| 6M | +29.5% | +4.3% | +25.2% | +25.7% |
| YTD | +41.3% | +19.4% | +21.9% | +25.5% |
| 1Y | +37.4% | +20.5% | +16.8% | +21.2% |
| 3Y | +98.5% | +63.0% | +35.5% | +40.4% |
| 5Y | +111.1% | +28.6% | +82.5% | +73.5% |
| 10Y | +548.6% | +157.2% | +391.4% | +227.8% |
| All | +548.6% | +162.1% | +386.5% | +227.8% |
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