+598.2%
FAST vs IP
+32.8%
+565.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +3.4% | +3.4% | 0.0% | +2.2% |
| 30D | +5.5% | +11.2% | -5.7% | +1.6% |
| 3M | +7.6% | -14.8% | +22.4% | +13.0% |
| 6M | +19.8% | +17.3% | +2.5% | +11.7% |
| YTD | +35.5% | -6.2% | +41.6% | +35.0% |
| 1Y | +31.6% | +2.3% | +29.3% | +26.9% |
| 3Y | +91.0% | +17.7% | +73.4% | +63.3% |
| 5Y | +105.1% | -8.4% | +113.5% | +91.8% |
| 10Y | +598.2% | +32.1% | +566.2% | +353.7% |
| All | +598.2% | +32.8% | +565.4% | +353.7% |
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