+531.8%
FAST vs IWD
+203.8%
+328.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +4.8% | +1.6% | +3.2% | +3.2% |
| 30D | +8.6% | +3.6% | +5.0% | +5.0% |
| 3M | +5.7% | +2.0% | +3.6% | +3.6% |
| 6M | +25.5% | +13.1% | +12.4% | +11.7% |
| YTD | +39.6% | +26.2% | +13.4% | +12.2% |
| 1Y | +35.5% | +29.6% | +5.9% | +6.2% |
| 3Y | +96.2% | +84.3% | +11.9% | +10.4% |
| 5Y | +110.2% | +73.4% | +36.8% | +25.2% |
| 10Y | +531.8% | +202.4% | +329.4% | +119.0% |
| All | +531.8% | +203.8% | +328.1% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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