+776.1%
IVV vs FAST
+3,748.5%
-2,972.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 6M | +13.0% | +8.0% | +5.1% | +9.1% |
| YTD | +13.6% | +25.6% | -12.0% | +3.3% |
| 1Y | +20.1% | +0.8% | +19.3% | +18.1% |
| 3Y | +77.6% | +86.1% | -8.5% | +36.7% |
| 5Y | +82.5% | +100.2% | -17.7% | +35.6% |
| 10Y | +316.5% | +494.2% | -177.6% | +102.0% |
| All | +776.1% | +3,748.5% | -2,972.4% | +99.1% |
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