+537.5%
FAST vs IOVA
-0.9%
+538.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.7% | +5.8% | +0.4% |
| 7D | +5.0% | -1.4% | +6.4% | +5.1% |
| 30D | +8.6% | -47.4% | +55.9% | +11.5% |
| 3M | +6.9% | +13.2% | -6.3% | +4.6% |
| 6M | +29.6% | +114.3% | -84.7% | +20.9% |
| YTD | +41.4% | +179.5% | -138.1% | +28.6% |
| 1Y | +38.5% | +200.4% | -161.9% | +25.1% |
| 3Y | +98.7% | +92.2% | +6.6% | +72.2% |
| 5Y | +108.0% | -63.8% | +171.8% | +93.5% |
| All | +537.5% | -0.9% | +538.4% | +431.8% |
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