+4,339.9%
FAST vs IWD
+726.5%
+3,613.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.4% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | -0.8% | +0.6% | -1.4% | -1.4% |
| 3M | +5.8% | +7.2% | -1.5% | -1.4% |
| 6M | +8.0% | +16.2% | -8.2% | -7.2% |
| YTD | +25.6% | +23.3% | +2.3% | +1.8% |
| 1Y | +0.8% | +29.6% | -28.8% | -22.3% |
| 3Y | +86.1% | +70.5% | +15.6% | +8.5% |
| 5Y | +100.2% | +73.5% | +26.7% | +14.7% |
| 10Y | +494.2% | +198.3% | +295.9% | +93.0% |
| All | +4,339.9% | +726.5% | +3,613.4% | +387.1% |
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