+34.8%
FAST vs IWF
-3.4%
+38.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.1% | +2.5% |
| 7D | +3.8% | -1.0% | +4.9% | +3.9% |
| 30D | +8.1% | -10.1% | +18.2% | +9.8% |
| 3M | +5.8% | -7.6% | +13.4% | +6.8% |
| 6M | +24.9% | -6.7% | +31.6% | +25.9% |
| YTD | +38.9% | -2.5% | +41.5% | +35.8% |
| All | +34.8% | -3.4% | +38.2% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling