+499.9%
FAST vs IOVA
+9.5%
+490.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.7% |
| 7D | -0.4% | +9.7% | -10.1% | -0.9% |
| 30D | -0.8% | +102.5% | -103.3% | -5.5% |
| 3M | +5.8% | +100.7% | -94.9% | +0.3% |
| 6M | +8.0% | +106.3% | -98.4% | +1.7% |
| YTD | +25.6% | +222.0% | -196.3% | +14.4% |
| 1Y | +0.8% | +299.5% | -298.7% | -10.3% |
| 3Y | +86.1% | +42.9% | +43.2% | +65.7% |
| 5Y | +100.2% | -65.0% | +165.2% | +89.2% |
| All | +499.9% | +9.5% | +490.4% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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