+150.1%
EXE vs IOVA
-84.2%
+234.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.3% |
| 7D | -2.2% | -8.5% | +6.3% | -2.0% |
| 30D | -0.3% | -44.7% | +44.4% | +1.1% |
| 3M | -9.3% | +26.2% | -35.6% | -10.8% |
| 6M | -7.2% | +123.2% | -130.4% | -11.0% |
| YTD | -18.9% | +196.0% | -214.9% | -23.6% |
| 1Y | -21.7% | +240.9% | -262.6% | -26.7% |
| 3Y | +21.0% | +103.5% | -82.5% | +12.3% |
| 5Y | +76.0% | -65.5% | +141.4% | +73.6% |
| All | +150.1% | -84.2% | +234.3% | +150.3% |
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