+90.1%
FAST vs IVZ
+136.1%
-46.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -0.8% | +4.0% | -4.8% | -1.5% |
| 3M | +5.8% | +18.2% | -12.4% | +2.1% |
| 6M | +8.0% | +32.8% | -24.8% | +1.4% |
| YTD | +25.6% | +28.7% | -3.1% | +18.6% |
| 1Y | +0.8% | +55.4% | -54.6% | -8.6% |
| All | +90.1% | +136.1% | -46.0% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling