+30.7%
IOVA vs EXPD
+304.0%
-273.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.1% | +4.9% |
| 7D | -5.2% | -7.2% | +2.0% | -1.9% |
| 30D | -37.8% | -3.3% | -34.5% | -36.8% |
| 3M | +29.5% | +3.4% | +26.1% | +27.3% |
| 6M | +96.6% | +22.7% | +73.9% | +77.1% |
| YTD | +194.5% | +24.5% | +170.0% | +155.5% |
| 1Y | +248.1% | +38.6% | +209.4% | +183.5% |
| 3Y | +86.1% | +71.5% | +14.6% | +30.8% |
| 5Y | -67.8% | +56.2% | -124.1% | -77.1% |
| All | +30.7% | +304.0% | -273.3% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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