+7,863.8%
FAST vs IVZ
+1,117.8%
+6,746.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -0.8% | +4.0% | -4.8% | -2.0% |
| 3M | +5.8% | +18.2% | -12.4% | -0.1% |
| 6M | +8.0% | +32.8% | -24.8% | -2.1% |
| YTD | +25.6% | +28.7% | -3.1% | +14.7% |
| 1Y | +0.8% | +55.4% | -54.6% | -13.6% |
| 3Y | +86.1% | +135.2% | -49.1% | +35.3% |
| 5Y | +100.2% | +64.2% | +36.0% | +58.2% |
| 10Y | +494.2% | +64.6% | +429.6% | +327.7% |
| All | +7,863.8% | +1,117.8% | +6,746.0% | +3,091.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling