+144.3%
IWM vs FAST
+546.1%
-401.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +2.8% | +5.0% | -2.3% | +0.4% |
| 30D | +0.6% | +8.6% | -7.9% | -3.3% |
| 3M | -7.8% | +6.9% | -14.7% | -10.9% |
| 6M | -1.0% | +29.6% | -30.6% | -13.1% |
| YTD | +13.9% | +41.4% | -27.5% | -5.0% |
| 1Y | +15.4% | +38.5% | -23.1% | -2.8% |
| 3Y | +70.2% | +98.7% | -28.5% | +17.3% |
| 5Y | +23.7% | +108.0% | -84.4% | -18.0% |
| All | +144.3% | +546.1% | -401.7% | +2.7% |
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 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