+524.1%
FAST vs IWF
+412.6%
+111.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +1.8% | +0.5% | +1.3% | +1.4% |
| 30D | -6.4% | -1.4% | -5.1% | -5.6% |
| 3M | +5.3% | +0.4% | +4.9% | +4.5% |
| 6M | +5.4% | +8.5% | -3.1% | -1.4% |
| YTD | +23.6% | +3.7% | +19.9% | +19.2% |
| 1Y | +4.1% | +8.5% | -4.4% | -3.3% |
| 3Y | +92.4% | +78.5% | +13.8% | +19.0% |
| 5Y | +106.1% | +73.6% | +32.4% | +28.0% |
| 10Y | +524.1% | +421.3% | +102.8% | +36.5% |
| All | +524.1% | +412.6% | +111.5% | +36.5% |
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