+37.4%
FAST vs IJR
+21.0%
+16.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | +4.3% | -0.4% | +4.7% | +4.5% |
| 30D | +8.3% | +3.5% | +4.8% | +5.5% |
| 3M | +6.5% | -3.8% | +10.2% | +9.6% |
| 6M | +29.5% | +4.3% | +25.2% | +25.0% |
| YTD | +41.3% | +19.4% | +21.9% | +22.6% |
| 1Y | +37.4% | +20.5% | +16.8% | +18.5% |
| All | +37.4% | +21.0% | +16.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling