+733.6%
IWM vs FAST
+4,421.4%
-3,687.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -9.4% | +6.4% | -15.7% | -12.1% |
| 6M | -3.6% | +20.6% | -24.2% | -11.9% |
| YTD | +10.8% | +34.7% | -23.8% | -4.3% |
| 1Y | +11.9% | +29.7% | -17.8% | -1.7% |
| 3Y | +60.6% | +89.9% | -29.4% | +16.8% |
| 5Y | +19.2% | +105.0% | -85.7% | -17.0% |
| 10Y | +165.3% | +594.2% | -428.8% | +3.6% |
| All | +733.6% | +4,421.4% | -3,687.7% | +43.7% |
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 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