+96.2%
FAST vs IRM
+105.2%
-9.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | -5.1% | +9.9% | +5.4% |
| 30D | +8.6% | -3.3% | +11.9% | +8.9% |
| 3M | +5.7% | -8.2% | +13.9% | +6.7% |
| 6M | +25.5% | -12.8% | +38.2% | +27.3% |
| YTD | +39.6% | +36.6% | +3.0% | +31.4% |
| 1Y | +35.5% | +11.9% | +23.6% | +31.5% |
| 3Y | +96.2% | +105.1% | -8.9% | +49.0% |
| All | +96.2% | +105.2% | -9.0% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling