+914.8%
IGV vs FAST
+4,378.4%
-3,463.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.2% | +2.1% | -7.3% | -6.1% |
| 30D | -10.0% | +6.9% | -16.9% | -12.8% |
| 3M | -0.5% | +4.8% | -5.4% | -2.8% |
| 6M | +12.6% | +19.8% | -7.2% | +3.1% |
| YTD | -6.4% | +34.9% | -41.3% | -20.0% |
| 1Y | -9.5% | +32.8% | -42.3% | -22.1% |
| 3Y | +41.7% | +93.7% | -52.1% | +0.3% |
| 5Y | +12.7% | +105.3% | -92.7% | -22.6% |
| 10Y | +354.1% | +595.4% | -241.3% | +71.6% |
| All | +914.8% | +4,378.4% | -3,463.6% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling