+143.0%
IBM vs FAST
+110.4%
+32.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.2% | +4.8% | -7.0% | -3.6% |
| 30D | +7.7% | +8.6% | -0.9% | +4.9% |
| 3M | +3.5% | +5.7% | -2.2% | +1.6% |
| 6M | +7.2% | +25.5% | -18.3% | +0.1% |
| YTD | -15.8% | +39.6% | -55.4% | -24.5% |
| 1Y | -19.3% | +35.5% | -54.8% | -27.0% |
| 3Y | +78.0% | +96.2% | -18.2% | +40.7% |
| 5Y | +143.0% | +110.2% | +32.8% | +76.1% |
| All | +143.0% | +110.4% | +32.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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