+20.0%
IWM vs FAST
+103.6%
-83.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.0% | +2.1% | -4.1% | -2.9% |
| 30D | -1.5% | +6.9% | -8.3% | -4.6% |
| 3M | -8.0% | +4.8% | -12.8% | -10.2% |
| 6M | -4.1% | +19.8% | -23.9% | -12.5% |
| YTD | +11.9% | +34.9% | -23.0% | -4.8% |
| 1Y | +15.0% | +32.8% | -17.8% | -1.4% |
| 3Y | +64.2% | +93.7% | -29.5% | +11.2% |
| All | +20.0% | +103.6% | -83.6% | -27.3% |
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