+14.8%
IGV vs FAST
+106.5%
-91.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +2.3% | +4.2% | -1.8% | +0.5% |
| 30D | -6.0% | +6.7% | -12.7% | -8.7% |
| 3M | -4.8% | +8.0% | -12.8% | -8.1% |
| 6M | +14.2% | +27.4% | -13.2% | +1.9% |
| YTD | -4.2% | +40.5% | -44.7% | -20.4% |
| 1Y | -5.3% | +38.4% | -43.6% | -20.7% |
| 3Y | +38.8% | +98.7% | -59.9% | -11.5% |
| All | +14.8% | +106.5% | -91.6% | -32.0% |
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 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