+4,659.4%
FAST vs IWD
+731.9%
+3,927.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +2.0% |
| 7D | +0.7% | -0.9% | +1.6% | +1.5% |
| 30D | +4.6% | +2.6% | +2.0% | +1.9% |
| 3M | +6.4% | +1.2% | +5.1% | +4.9% |
| 6M | +20.6% | +12.1% | +8.5% | +7.4% |
| YTD | +34.7% | +24.1% | +10.5% | +8.4% |
| 1Y | +29.7% | +28.5% | +1.2% | +0.8% |
| 3Y | +89.9% | +79.5% | +10.4% | +5.2% |
| 5Y | +105.0% | +70.3% | +34.7% | +19.6% |
| 10Y | +594.2% | +212.5% | +381.6% | +114.6% |
| All | +4,659.4% | +731.9% | +3,927.4% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling