+105.3%
FAST vs IWF
+50.6%
+54.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.5% |
| 7D | +2.1% | -5.0% | +7.1% | +4.6% |
| 30D | +6.9% | -13.2% | +20.1% | +14.5% |
| 3M | +4.8% | -9.4% | +14.3% | +9.8% |
| 6M | +19.8% | -8.6% | +28.3% | +24.3% |
| YTD | +34.9% | -5.3% | +40.2% | +36.9% |
| 1Y | +32.8% | -5.0% | +37.8% | +34.4% |
| 3Y | +93.7% | +64.6% | +29.1% | +35.8% |
| All | +105.3% | +50.6% | +54.7% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling