+16.7%
IOVA vs EXPD
+334.2%
-317.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.4% |
| 7D | +1.9% | -5.5% | +7.3% | +4.6% |
| 30D | -44.1% | -1.9% | -42.2% | -43.6% |
| 3M | +28.9% | +6.1% | +22.8% | +25.2% |
| 6M | +125.7% | +21.6% | +104.1% | +104.2% |
| YTD | +199.3% | +27.9% | +171.4% | +156.1% |
| 1Y | +255.2% | +39.4% | +215.8% | +188.9% |
| 3Y | +106.8% | +72.7% | +34.2% | +44.9% |
| 5Y | -67.1% | +60.3% | -127.4% | -76.9% |
| 10Y | +16.7% | +332.6% | -315.9% | -62.0% |
| All | +16.7% | +334.2% | -317.4% | -62.0% |
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