+8,451.2%
FAST vs IVZ
+897.2%
+7,554.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.1% | -2.4% | +4.5% | +2.7% |
| 30D | +6.9% | -11.2% | +18.1% | +10.5% |
| 3M | +4.8% | -14.0% | +18.8% | +9.4% |
| 6M | +19.8% | +0.5% | +19.3% | +18.3% |
| YTD | +34.9% | +5.4% | +29.5% | +30.5% |
| 1Y | +32.8% | +19.5% | +13.3% | +23.3% |
| 3Y | +93.7% | +128.7% | -35.0% | +41.8% |
| 5Y | +105.3% | +28.8% | +76.6% | +75.1% |
| 10Y | +595.4% | +52.3% | +543.0% | +410.7% |
| All | +8,451.2% | +897.2% | +7,554.0% | +3,530.8% |
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 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