+5,430.0%
FAST vs IYR
+702.4%
+4,727.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +2.1% | +2.0% | +0.1% | +0.9% |
| 30D | +6.9% | +8.2% | -1.4% | +1.9% |
| 3M | +4.8% | -1.7% | +6.6% | +5.8% |
| 6M | +19.8% | -0.4% | +20.2% | +19.8% |
| YTD | +34.9% | +9.9% | +25.0% | +27.2% |
| 1Y | +32.8% | +10.4% | +22.3% | +24.8% |
| 3Y | +93.7% | +38.4% | +55.3% | +57.6% |
| 5Y | +105.3% | +5.2% | +100.1% | +95.7% |
| 10Y | +595.4% | +83.8% | +511.5% | +363.9% |
| All | +5,430.0% | +702.4% | +4,727.6% | +994.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling