+106.8%
FAST vs IJR
+40.3%
+66.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +1.3% | +0.9% | +0.4% | +0.7% |
| 30D | -4.7% | -3.1% | -1.6% | -2.8% |
| 3M | +7.9% | +4.4% | +3.5% | +5.0% |
| 6M | +7.4% | +16.1% | -8.7% | -2.4% |
| YTD | +25.1% | +20.6% | +4.5% | +11.2% |
| 1Y | +4.7% | +22.9% | -18.2% | -8.3% |
| 3Y | +94.7% | +55.2% | +39.5% | +44.1% |
| 5Y | +106.8% | +41.1% | +65.7% | +57.9% |
| All | +106.8% | +40.3% | +66.5% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling