+107.2%
FAST vs IOVA
-64.9%
+172.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.7% |
| 7D | -0.4% | +9.7% | -10.1% | -0.7% |
| 30D | -0.8% | +102.5% | -103.3% | -3.6% |
| 3M | +5.8% | +100.7% | -94.9% | +2.5% |
| 6M | +8.0% | +106.3% | -98.4% | +4.2% |
| YTD | +25.6% | +222.0% | -196.3% | +18.9% |
| 1Y | +0.8% | +299.5% | -298.7% | -5.8% |
| 3Y | +86.1% | +42.9% | +43.2% | +74.6% |
| All | +107.2% | -64.9% | +172.1% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling