+547.9%
FAST vs IRM
+480.4%
+67.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +1.8% |
| 7D | +3.8% | -3.8% | +7.6% | +4.8% |
| 30D | +8.1% | -3.2% | +11.3% | +8.7% |
| 3M | +5.8% | -7.8% | +13.6% | +7.8% |
| 6M | +24.9% | -12.7% | +37.6% | +28.8% |
| YTD | +38.9% | +36.7% | +2.2% | +23.2% |
| 1Y | +36.5% | +10.0% | +26.4% | +29.5% |
| 3Y | +98.1% | +107.2% | -9.1% | +43.9% |
| 5Y | +109.3% | +181.6% | -72.2% | +33.8% |
| 10Y | +547.9% | +481.1% | +66.8% | +216.9% |
| All | +547.9% | +480.4% | +67.5% | +216.9% |
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