+547.9%
FAST vs IVZ
+55.7%
+492.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +1.0% |
| 7D | +3.8% | +4.1% | -0.3% | +2.4% |
| 30D | +8.1% | -2.0% | +10.1% | +8.4% |
| 3M | +5.8% | -7.8% | +13.6% | +8.0% |
| 6M | +24.9% | +6.3% | +18.5% | +21.3% |
| YTD | +38.9% | +12.6% | +26.4% | +31.8% |
| 1Y | +36.5% | +27.6% | +8.8% | +24.4% |
| 3Y | +98.1% | +154.0% | -55.9% | +39.7% |
| 5Y | +109.3% | +37.3% | +72.0% | +74.9% |
| 10Y | +547.9% | +50.5% | +497.4% | +393.1% |
| All | +547.9% | +55.7% | +492.2% | +393.1% |
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