+4.7%
FAST vs IYR
+8.1%
-3.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | -4.7% | -2.5% | -2.2% | -3.4% |
| 3M | +7.9% | +1.5% | +6.5% | +6.7% |
| 6M | +7.4% | +3.9% | +3.6% | +4.1% |
| YTD | +25.1% | +9.5% | +15.5% | +17.4% |
| 1Y | +4.7% | +7.5% | -2.8% | -0.3% |
| All | +4.7% | +8.1% | -3.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling