+537.5%
FAST vs IWF
+389.3%
+148.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +5.0% | +5.3% | -0.3% | +1.4% |
| 30D | +8.6% | -8.6% | +17.2% | +14.8% |
| 3M | +6.9% | -6.5% | +13.4% | +11.2% |
| 6M | +29.6% | -5.6% | +35.2% | +33.1% |
| YTD | +41.4% | -1.5% | +43.0% | +40.4% |
| 1Y | +38.5% | -2.8% | +41.3% | +38.7% |
| 3Y | +98.7% | +67.1% | +31.6% | +28.4% |
| 5Y | +108.0% | +57.6% | +50.4% | +38.6% |
| All | +537.5% | +389.3% | +148.2% | +56.3% |
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