+38.4%
FAST vs IJR
+19.9%
+18.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.2% | +2.2% | +2.0% | +2.6% |
| 30D | +6.7% | +3.8% | +2.8% | +3.6% |
| 3M | +8.0% | -5.7% | +13.8% | +13.0% |
| 6M | +27.4% | +4.6% | +22.8% | +22.4% |
| YTD | +40.5% | +18.0% | +22.5% | +22.4% |
| 1Y | +38.4% | +21.8% | +16.6% | +18.0% |
| All | +38.4% | +19.9% | +18.5% | +18.0% |
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 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