+26.1%
FAST vs IRE
-97.0%
+123.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.2% | +24.9% | +1.6% |
| 7D | +3.4% | -46.8% | +50.3% | +3.2% |
| 30D | +5.5% | -75.5% | +81.0% | +5.1% |
| 3M | +7.6% | -79.4% | +87.0% | +7.2% |
| 6M | +19.8% | -91.3% | +111.1% | +20.0% |
| YTD | +35.5% | -90.8% | +126.3% | +34.1% |
| 1Y | +31.6% | -97.7% | +129.3% | +32.8% |
| All | +26.1% | -97.0% | +123.1% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling