+83.1%
IVV vs FAST
+100.5%
-17.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +0.1% | -0.8% | +0.9% | +0.3% |
| 3M | +2.0% | +5.8% | -3.8% | -0.5% |
| 6M | +13.0% | +8.0% | +5.1% | +8.9% |
| YTD | +13.6% | +25.6% | -12.0% | +2.4% |
| 1Y | +20.1% | +0.8% | +19.3% | +18.5% |
| 3Y | +77.6% | +86.1% | -8.5% | +28.1% |
| All | +83.1% | +100.5% | -17.5% | +22.3% |
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