+305.2%
IVV vs FAST
+585.7%
-280.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | -4.8% | +0.7% | -5.4% | -5.0% |
| 30D | -5.9% | +4.6% | -10.6% | -7.7% |
| 3M | -4.5% | +6.4% | -10.9% | -7.1% |
| 6M | +1.8% | +20.6% | -18.8% | -6.2% |
| YTD | +8.4% | +34.7% | -26.3% | -5.5% |
| 1Y | +9.4% | +29.7% | -20.3% | -3.1% |
| 3Y | +75.3% | +89.9% | -14.7% | +28.2% |
| 5Y | +67.8% | +105.0% | -37.2% | +16.7% |
| All | +305.2% | +585.7% | -280.5% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling