+107.2%
FAST vs IRM
+189.3%
-82.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.3% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | -0.8% | -8.1% | +7.3% | +1.3% |
| 3M | +5.8% | -9.7% | +15.4% | +8.2% |
| 6M | +8.0% | +10.0% | -2.0% | +4.1% |
| YTD | +25.6% | +43.0% | -17.4% | +11.8% |
| 1Y | +0.8% | +32.7% | -31.9% | -8.9% |
| 3Y | +86.1% | +102.7% | -16.6% | +33.9% |
| All | +107.2% | +189.3% | -82.1% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling