+575.3%
FAST vs IP
+26.3%
+549.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | +2.1% | -5.1% | +7.1% | +3.8% |
| 30D | +6.9% | +8.5% | -1.6% | +3.7% |
| 3M | +4.8% | -13.8% | +18.7% | +9.7% |
| 6M | +19.8% | +5.7% | +14.0% | +15.7% |
| YTD | +34.9% | -9.1% | +44.0% | +35.8% |
| 1Y | +32.8% | -0.8% | +33.6% | +29.3% |
| 3Y | +93.7% | +14.8% | +79.0% | +66.9% |
| 5Y | +105.3% | -11.5% | +116.8% | +94.2% |
| All | +575.3% | +26.3% | +549.0% | +349.6% |
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