+610.4%
EXPE vs IOVA
-92.2%
+702.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -13.3% | +1.9% | -15.2% | -13.4% |
| 30D | -5.5% | -44.1% | +38.6% | -3.9% |
| 3M | -16.5% | +28.9% | -45.3% | -17.8% |
| 6M | +13.1% | +125.7% | -112.6% | +8.3% |
| YTD | -8.0% | +199.3% | -207.3% | -13.3% |
| 1Y | +1.1% | +255.2% | -254.1% | -5.5% |
| 3Y | +131.2% | +106.8% | +24.3% | +114.3% |
| 5Y | +39.8% | -67.1% | +106.8% | +34.3% |
| 10Y | +118.5% | +16.7% | +101.7% | +101.8% |
| All | +610.4% | -92.2% | +702.6% | +501.9% |
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