+8,262.6%
FAST vs IRM
+9,145.3%
-882.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +2.1% | -8.6% | +10.7% | +4.7% |
| 30D | +6.9% | -8.0% | +14.9% | +9.3% |
| 3M | +4.8% | -12.0% | +16.8% | +8.5% |
| 6M | +19.8% | -18.2% | +37.9% | +26.2% |
| YTD | +34.9% | +31.4% | +3.5% | +21.4% |
| 1Y | +32.8% | +9.2% | +23.6% | +26.4% |
| 3Y | +93.7% | +94.6% | -0.8% | +48.3% |
| 5Y | +105.3% | +170.2% | -64.9% | +39.4% |
| 10Y | +595.4% | +464.3% | +131.1% | +256.1% |
| All | +8,262.6% | +9,145.3% | -882.7% | +2,142.1% |
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