+548.6%
FAST vs IRM
+514.0%
+34.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | +4.3% | -5.3% | +9.5% | +5.7% |
| 30D | +8.3% | -2.3% | +10.6% | +8.7% |
| 3M | +6.5% | -7.4% | +13.9% | +8.4% |
| 6M | +29.5% | -12.2% | +41.7% | +33.4% |
| YTD | +41.3% | +38.6% | +2.6% | +24.7% |
| 1Y | +37.4% | +14.9% | +22.5% | +28.6% |
| 3Y | +98.5% | +108.2% | -9.6% | +43.8% |
| 5Y | +111.1% | +183.8% | -72.7% | +34.1% |
| 10Y | +548.6% | +512.6% | +36.0% | +202.6% |
| All | +548.6% | +514.0% | +34.6% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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