+69,298.0%
FAST vs IP
+364.8%
+68,933.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.1% |
| 7D | -0.4% | -5.3% | +4.9% | +1.6% |
| 30D | -0.8% | -10.9% | +10.1% | +3.4% |
| 3M | +5.8% | +11.2% | -5.4% | +0.7% |
| 6M | +8.0% | -10.2% | +18.2% | +10.1% |
| YTD | +25.6% | -2.0% | +27.6% | +23.5% |
| 1Y | +0.8% | -19.1% | +19.9% | +5.5% |
| 3Y | +86.1% | +20.9% | +65.3% | +59.6% |
| 5Y | +100.2% | -17.8% | +118.0% | +95.9% |
| 10Y | +494.2% | +23.5% | +470.7% | +371.4% |
| All | +69,298.0% | +364.8% | +68,933.2% | +24,317.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling