+1,122.6%
FAST vs IOVA
-92.6%
+1,215.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.0% | +10.5% | -0.4% |
| 7D | +0.7% | -19.0% | +19.7% | +0.9% |
| 30D | +4.6% | -40.3% | +44.9% | +5.2% |
| 3M | +6.4% | +78.3% | -72.0% | +5.0% |
| 6M | +20.6% | +94.5% | -73.9% | +18.7% |
| YTD | +34.7% | +183.5% | -148.8% | +31.5% |
| 1Y | +29.7% | +327.6% | -298.0% | +25.7% |
| 3Y | +89.9% | +83.8% | +6.1% | +84.1% |
| 5Y | +105.0% | -69.0% | +174.0% | +101.3% |
| 10Y | +594.2% | +33.4% | +560.7% | +571.4% |
| All | +1,122.6% | -92.6% | +1,215.2% | +1,089.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling