+79.2%
IOVA vs EXPD
+72.7%
+6.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.5% | -6.6% | -10.3% |
| 7D | -19.0% | -4.8% | -14.2% | -18.3% |
| 30D | -40.3% | -1.5% | -38.8% | -40.0% |
| 3M | +78.3% | +4.1% | +74.2% | +77.4% |
| 6M | +94.5% | +24.0% | +70.5% | +86.8% |
| YTD | +183.5% | +27.4% | +156.1% | +164.8% |
| 1Y | +327.6% | +38.4% | +289.3% | +281.1% |
| All | +79.2% | +72.7% | +6.4% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling