+105.3%
FAST vs IVZ
+27.3%
+78.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -2.4% | +4.5% | +2.6% |
| 30D | +6.9% | -11.2% | +18.1% | +10.0% |
| 3M | +4.8% | -14.0% | +18.8% | +8.8% |
| 6M | +19.8% | +0.5% | +19.3% | +18.4% |
| YTD | +34.9% | +5.4% | +29.5% | +30.9% |
| 1Y | +32.8% | +19.5% | +13.3% | +24.1% |
| 3Y | +93.7% | +128.7% | -35.0% | +41.6% |
| All | +105.3% | +27.3% | +78.0% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling