+19.2%
IWM vs FAST
+102.7%
-83.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | -4.6% | +0.7% | -5.3% | -4.9% |
| 30D | -3.7% | +4.6% | -8.3% | -5.8% |
| 3M | -9.4% | +6.4% | -15.7% | -12.2% |
| 6M | -3.6% | +20.6% | -24.2% | -12.4% |
| YTD | +10.8% | +34.7% | -23.8% | -5.6% |
| 1Y | +11.9% | +29.7% | -17.8% | -2.9% |
| 3Y | +60.6% | +89.9% | -29.4% | +10.0% |
| 5Y | +19.2% | +105.0% | -85.7% | -27.4% |
| All | +19.2% | +102.7% | -83.5% | -27.4% |
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