+25.6%
FAST vs IRE
-97.2%
+122.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +39.6% | -39.4% | +0.3% |
| 7D | +2.1% | -27.2% | +29.3% | +2.0% |
| 30D | +6.9% | -75.1% | +82.0% | +6.5% |
| 3M | +4.8% | -77.9% | +82.7% | +4.5% |
| 6M | +19.8% | -94.6% | +114.4% | +20.2% |
| YTD | +34.9% | -91.5% | +126.4% | +33.6% |
| 1Y | +32.8% | -97.8% | +130.6% | +34.1% |
| All | +25.6% | -97.2% | +122.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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