+130.4%
EXPE vs IOVA
-0.9%
+131.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.7% | +6.2% | +1.1% |
| 7D | -4.2% | -1.4% | -2.8% | -4.1% |
| 30D | -4.5% | -47.4% | +42.8% | +1.0% |
| 3M | -19.7% | +13.2% | -32.9% | -22.8% |
| 6M | +18.3% | +114.3% | -96.0% | +3.1% |
| YTD | -7.3% | +179.5% | -186.8% | -23.5% |
| 1Y | -3.9% | +200.4% | -204.3% | -21.8% |
| 3Y | +123.0% | +92.2% | +30.8% | +68.3% |
| 5Y | +47.9% | -63.8% | +111.7% | +27.6% |
| All | +130.4% | -0.9% | +131.3% | +83.6% |
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