+105.3%
FAST vs IWD
+68.9%
+36.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +2.1% | -0.5% | +2.5% | +2.5% |
| 30D | +6.9% | +2.7% | +4.2% | +4.1% |
| 3M | +4.8% | +0.9% | +4.0% | +3.8% |
| 6M | +19.8% | +10.5% | +9.2% | +8.4% |
| YTD | +34.9% | +23.7% | +11.2% | +9.4% |
| 1Y | +32.8% | +28.7% | +4.1% | +3.6% |
| 3Y | +93.7% | +79.7% | +14.0% | +8.8% |
| All | +105.3% | +68.9% | +36.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling