+35.5%
FAST vs IOVA
+233.9%
-198.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | +4.8% | -8.5% | +13.3% | +4.8% |
| 30D | +8.6% | -44.7% | +53.3% | +8.4% |
| 3M | +5.7% | +26.2% | -20.6% | +4.4% |
| 6M | +25.5% | +123.2% | -97.7% | +21.8% |
| YTD | +39.6% | +196.0% | -156.4% | +37.6% |
| 1Y | +35.5% | +240.9% | -205.4% | +34.2% |
| All | +35.5% | +233.9% | -198.4% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling