+531.8%
FAST vs IVZ
+48.7%
+483.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | +2.2% | +2.6% | +4.0% |
| 30D | +8.6% | -2.2% | +10.8% | +9.0% |
| 3M | +5.7% | -8.4% | +14.1% | +8.1% |
| 6M | +25.5% | +6.2% | +19.3% | +21.9% |
| YTD | +39.6% | +12.4% | +27.2% | +32.6% |
| 1Y | +35.5% | +26.0% | +9.5% | +24.0% |
| 3Y | +96.2% | +147.9% | -51.7% | +39.5% |
| 5Y | +110.2% | +38.8% | +71.4% | +75.1% |
| 10Y | +531.8% | +44.6% | +487.3% | +389.5% |
| All | +531.8% | +48.7% | +483.1% | +389.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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