+575.3%
FAST vs IOVA
+34.0%
+541.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | 0.0% |
| 7D | +2.1% | -5.2% | +7.3% | +2.3% |
| 30D | +6.9% | -37.8% | +44.7% | +8.8% |
| 3M | +4.8% | +29.5% | -24.6% | +1.7% |
| 6M | +19.8% | +96.6% | -76.8% | +12.1% |
| YTD | +34.9% | +194.5% | -159.6% | +22.1% |
| 1Y | +32.8% | +248.1% | -215.3% | +18.5% |
| 3Y | +93.7% | +86.1% | +7.6% | +67.8% |
| 5Y | +105.3% | -67.8% | +173.1% | +93.1% |
| All | +575.3% | +34.0% | +541.3% | +423.2% |
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