+808.3%
IWM vs FAST
+4,118.0%
-3,309.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | -1.3% | -0.8% | -0.5% | -1.0% |
| 3M | +1.6% | +5.8% | -4.1% | -1.3% |
| 6M | +13.6% | +8.0% | +5.6% | +8.8% |
| YTD | +20.8% | +25.6% | -4.9% | +7.8% |
| 1Y | +26.4% | +0.8% | +25.6% | +24.1% |
| 3Y | +60.7% | +86.1% | -25.4% | +17.8% |
| 5Y | +38.2% | +100.2% | -62.0% | -2.7% |
| 10Y | +169.5% | +494.2% | -324.7% | +12.8% |
| All | +808.3% | +4,118.0% | -3,309.7% | +61.8% |
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