+548.6%
FAST vs IWD
+205.2%
+343.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +0.8% |
| 7D | +4.3% | -0.6% | +4.8% | +4.8% |
| 30D | +8.3% | +3.6% | +4.7% | +4.7% |
| 3M | +6.5% | +2.7% | +3.8% | +3.8% |
| 6M | +29.5% | +13.2% | +16.3% | +15.1% |
| YTD | +41.3% | +26.8% | +14.5% | +13.0% |
| 1Y | +37.4% | +29.3% | +8.1% | +7.9% |
| 3Y | +98.5% | +85.1% | +13.4% | +11.2% |
| 5Y | +111.1% | +74.2% | +36.9% | +25.3% |
| 10Y | +548.6% | +204.6% | +344.0% | +126.3% |
| All | +548.6% | +205.2% | +343.3% | +126.3% |
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