+93.7%
FAST vs IWF
+65.2%
+28.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.3% |
| 7D | +2.1% | -5.0% | +7.1% | +3.8% |
| 30D | +6.9% | -13.2% | +20.1% | +12.0% |
| 3M | +4.8% | -9.4% | +14.3% | +8.2% |
| 6M | +19.8% | -8.6% | +28.3% | +22.8% |
| YTD | +34.9% | -5.3% | +40.2% | +36.0% |
| 1Y | +32.8% | -5.0% | +37.8% | +33.6% |
| 3Y | +93.7% | +64.6% | +29.1% | +40.0% |
| All | +93.7% | +65.2% | +28.5% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling