+499.9%
FAST vs IP
+23.2%
+476.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | -0.4% | -5.3% | +4.9% | +1.4% |
| 30D | -0.8% | -10.9% | +10.1% | +3.0% |
| 3M | +5.8% | +11.2% | -5.4% | +1.0% |
| 6M | +8.0% | -10.2% | +18.2% | +10.2% |
| YTD | +25.6% | -2.0% | +27.6% | +23.8% |
| 1Y | +0.8% | -19.1% | +19.9% | +5.6% |
| 3Y | +86.1% | +20.9% | +65.3% | +58.1% |
| 5Y | +100.2% | -17.8% | +118.0% | +97.6% |
| All | +499.9% | +23.2% | +476.7% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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