+717.0%
EXPE vs IOVA
-91.6%
+808.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -9.5% | +9.7% | -19.3% | -9.8% |
| 30D | -6.6% | +102.5% | -109.2% | -9.4% |
| 3M | +31.4% | +100.7% | -69.3% | +27.3% |
| 6M | +35.2% | +106.3% | -71.2% | +30.3% |
| YTD | +5.8% | +222.0% | -216.2% | +0.1% |
| 1Y | +38.7% | +299.5% | -260.9% | +29.6% |
| 3Y | +175.8% | +42.9% | +132.9% | +159.8% |
| 5Y | +111.8% | -65.0% | +176.8% | +104.2% |
| 10Y | +179.7% | +10.3% | +169.4% | +159.7% |
| All | +717.0% | -91.6% | +808.6% | +594.6% |
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 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