+135.5%
EXPE vs IOVA
+85.3%
+50.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.7% | -5.1% |
| 7D | -9.3% | -5.2% | -4.1% | -9.0% |
| 30D | +0.1% | -37.8% | +37.9% | +2.5% |
| 3M | -15.3% | +29.5% | -44.8% | -18.3% |
| 6M | +5.5% | +96.6% | -91.1% | -3.2% |
| YTD | -8.0% | +194.5% | -202.5% | -19.9% |
| 1Y | +18.9% | +248.1% | -229.2% | +1.3% |
| 3Y | +135.5% | +86.1% | +49.4% | +87.7% |
| All | +135.5% | +85.3% | +50.3% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling