+2.8%
IOVA vs EXPD
+335.0%
-332.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -3.5% | +5.5% | -9.0% | -5.8% |
| 30D | -45.4% | -0.8% | -44.6% | -45.2% |
| 3M | +19.0% | +4.1% | +14.9% | +16.6% |
| 6M | +112.0% | +25.7% | +86.3% | +89.0% |
| YTD | +184.2% | +31.4% | +152.8% | +140.4% |
| 1Y | +222.0% | +42.2% | +179.8% | +159.9% |
| 3Y | +92.6% | +77.2% | +15.4% | +33.5% |
| 5Y | -63.2% | +61.0% | -124.2% | -74.1% |
| All | +2.8% | +335.0% | -332.2% | -60.1% |
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