+7.6%
IOVA vs EXPD
+314.6%
-307.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.6% |
| 7D | +9.7% | -1.1% | +10.9% | +10.3% |
| 30D | +102.5% | +4.1% | +98.5% | +98.3% |
| 3M | +100.7% | +17.9% | +82.8% | +84.5% |
| 6M | +106.3% | +29.2% | +77.1% | +80.4% |
| YTD | +222.0% | +27.4% | +194.6% | +176.6% |
| 1Y | +299.5% | +56.8% | +242.7% | +199.6% |
| 3Y | +42.9% | +68.0% | -25.1% | +1.6% |
| 5Y | -65.0% | +61.9% | -126.8% | -75.8% |
| All | +7.6% | +314.6% | -307.0% | -60.7% |
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