+151.9%
IWM vs FAST
+541.5%
-389.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.3% |
| 7D | -0.3% | +4.3% | -4.6% | -2.3% |
| 30D | +1.9% | +8.3% | -6.4% | -2.0% |
| 3M | -5.7% | +6.5% | -12.2% | -8.7% |
| 6M | -0.3% | +29.5% | -29.8% | -12.5% |
| YTD | +15.8% | +41.3% | -25.5% | -3.4% |
| 1Y | +17.1% | +37.4% | -20.3% | -1.0% |
| 3Y | +73.1% | +98.5% | -25.5% | +19.3% |
| 5Y | +25.9% | +111.1% | -85.3% | -17.2% |
| 10Y | +151.9% | +548.6% | -396.7% | +4.5% |
| All | +151.9% | +541.5% | -389.6% | +4.5% |
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