+41.7%
IGV vs FAST
+91.8%
-50.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.2% | +2.1% | -7.3% | -5.6% |
| 30D | -10.0% | +6.9% | -16.9% | -11.4% |
| 3M | -0.5% | +4.8% | -5.4% | -1.7% |
| 6M | +12.6% | +19.8% | -7.2% | +7.8% |
| YTD | -6.4% | +34.9% | -41.3% | -15.0% |
| 1Y | -9.5% | +32.8% | -42.3% | -17.4% |
| 3Y | +41.7% | +93.7% | -52.1% | +9.0% |
| All | +41.7% | +91.8% | -50.1% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling