+174.8%
EXE vs IOVA
-83.5%
+258.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.6% |
| 30D | -0.4% | +31.7% | -32.1% | -1.4% |
| 3M | +9.5% | +117.3% | -107.8% | +6.0% |
| 6M | -9.3% | +55.8% | -65.2% | -11.5% |
| YTD | -10.9% | +208.8% | -219.7% | -15.5% |
| 1Y | +4.3% | +255.7% | -251.4% | -2.0% |
| 3Y | +18.8% | +41.7% | -22.9% | +12.5% |
| 5Y | +101.4% | -64.9% | +166.3% | +100.5% |
| All | +174.8% | -83.5% | +258.3% | +176.5% |
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