+153.1%
EXPE vs IOVA
+6.6%
+146.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.0% | -6.9% | -7.8% |
| 7D | -9.8% | +5.1% | -14.8% | -10.3% |
| 30D | -11.5% | +37.2% | -48.7% | -14.9% |
| 3M | +21.7% | +117.5% | -95.8% | +8.9% |
| 6M | +10.4% | +69.6% | -59.2% | +0.5% |
| YTD | -2.5% | +218.7% | -221.2% | -18.8% |
| 1Y | +27.3% | +265.5% | -238.2% | +2.8% |
| 3Y | +153.5% | +46.2% | +107.3% | +102.6% |
| 5Y | +91.1% | -63.2% | +154.3% | +68.2% |
| 10Y | +153.1% | +6.1% | +147.0% | +103.8% |
| All | +153.1% | +6.6% | +146.5% | +103.8% |
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