+25.4%
FAST vs IRE
-98.0%
+123.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -33.9% | +33.4% | -0.7% |
| 7D | +0.7% | -57.1% | +57.8% | +0.3% |
| 30D | +4.6% | -84.4% | +89.1% | +4.1% |
| 3M | +6.4% | -85.0% | +91.3% | +5.8% |
| 6M | +20.6% | -95.2% | +115.8% | +20.7% |
| YTD | +34.7% | -93.9% | +128.6% | +33.1% |
| 1Y | +29.7% | -98.8% | +128.5% | +31.6% |
| All | +25.4% | -98.0% | +123.4% | +25.1% |
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