+547.9%
FAST vs IOVA
+28.7%
+519.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.9% |
| 7D | +3.8% | +1.9% | +2.0% | +3.7% |
| 30D | +8.1% | -44.1% | +52.2% | +10.7% |
| 3M | +5.8% | +28.9% | -23.1% | +2.8% |
| 6M | +24.9% | +125.7% | -100.8% | +16.1% |
| YTD | +38.9% | +199.3% | -160.3% | +25.8% |
| 1Y | +36.5% | +255.2% | -218.7% | +21.9% |
| 3Y | +98.1% | +106.8% | -8.7% | +70.9% |
| 5Y | +109.3% | -67.1% | +176.4% | +96.7% |
| 10Y | +547.9% | +16.7% | +531.2% | +436.3% |
| All | +547.9% | +28.7% | +519.3% | +436.3% |
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