+4,340.0%
FAST vs IJR
+1,153.0%
+3,187.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.2% |
| 30D | -0.8% | -2.4% | +1.6% | +1.2% |
| 3M | +5.8% | +3.9% | +1.8% | +2.4% |
| 6M | +8.0% | +12.4% | -4.4% | -2.1% |
| YTD | +25.6% | +21.5% | +4.1% | +7.0% |
| 1Y | +0.8% | +24.0% | -23.2% | -16.0% |
| 3Y | +86.1% | +49.7% | +36.4% | +29.0% |
| 5Y | +100.2% | +39.7% | +60.5% | +44.6% |
| 10Y | +494.2% | +169.0% | +325.2% | +126.6% |
| All | +4,340.0% | +1,153.0% | +3,187.0% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling