+4.7%
FAST vs IWF
+9.4%
-4.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.3% | +1.5% | -0.2% | +1.1% |
| 30D | -4.7% | -1.3% | -3.5% | -4.6% |
| 3M | +7.9% | +0.1% | +7.8% | +8.0% |
| 6M | +7.4% | +10.3% | -2.8% | +4.3% |
| YTD | +25.1% | +4.2% | +20.9% | +21.5% |
| 1Y | +4.7% | +9.3% | -4.6% | +4.8% |
| All | +4.7% | +9.4% | -4.7% | +4.8% |
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