+509.1%
FAST vs IYR
+63.3%
+445.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.2% |
| 7D | -0.4% | -1.2% | +0.9% | +0.4% |
| 30D | -0.8% | -2.9% | +2.1% | +0.9% |
| 3M | +5.8% | +0.8% | +4.9% | +5.1% |
| 6M | +8.0% | +1.9% | +6.1% | +6.6% |
| YTD | +25.6% | +9.6% | +16.0% | +18.5% |
| 1Y | +0.8% | +8.1% | -7.3% | -4.2% |
| 3Y | +86.1% | +29.2% | +56.9% | +56.2% |
| 5Y | +100.2% | +4.3% | +95.9% | +91.3% |
| All | +509.1% | +63.3% | +445.8% | +347.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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