+531.8%
FAST vs IWF
+377.5%
+154.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | +4.8% | -2.9% | +7.7% | +6.7% |
| 30D | +8.6% | -10.9% | +19.5% | +16.8% |
| 3M | +5.7% | -8.1% | +13.8% | +11.2% |
| 6M | +25.5% | -7.5% | +33.0% | +30.7% |
| YTD | +39.6% | -3.4% | +43.0% | +40.4% |
| 1Y | +35.5% | -5.0% | +40.5% | +37.8% |
| 3Y | +96.2% | +64.0% | +32.2% | +28.4% |
| 5Y | +110.2% | +56.8% | +53.4% | +40.2% |
| 10Y | +531.8% | +381.2% | +150.6% | +59.7% |
| All | +531.8% | +377.5% | +154.4% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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