-67.9%
IOVA vs EXPD
+55.6%
-123.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.1% | +4.5% |
| 7D | -5.2% | -7.2% | +2.0% | -3.2% |
| 30D | -37.8% | -3.3% | -34.5% | -37.1% |
| 3M | +29.5% | +3.4% | +26.1% | +28.3% |
| 6M | +96.6% | +22.7% | +73.9% | +84.4% |
| YTD | +194.5% | +24.5% | +170.0% | +169.1% |
| 1Y | +248.1% | +38.6% | +209.4% | +202.4% |
| 3Y | +86.1% | +71.5% | +14.6% | +42.5% |
| All | -67.9% | +55.6% | -123.4% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling