+8,248.4%
FAST vs IRM
+9,056.8%
-808.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | +2.9% |
| 7D | +0.7% | -10.9% | +11.5% | +4.1% |
| 30D | +4.6% | -9.4% | +14.1% | +7.5% |
| 3M | +6.4% | -16.4% | +22.7% | +11.7% |
| 6M | +20.6% | -18.7% | +39.3% | +27.3% |
| YTD | +34.7% | +30.1% | +4.6% | +21.5% |
| 1Y | +29.7% | +8.5% | +21.1% | +23.6% |
| 3Y | +89.9% | +88.0% | +1.9% | +47.0% |
| 5Y | +105.0% | +167.6% | -62.6% | +39.6% |
| 10Y | +594.2% | +458.9% | +135.3% | +256.5% |
| All | +8,248.4% | +9,056.8% | -808.4% | +2,145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling