-65.5%
IOVA vs EXPD
+60.8%
-126.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -8.5% | -7.4% | -1.1% | -6.6% |
| 30D | -44.7% | -2.1% | -42.6% | -44.4% |
| 3M | +26.2% | +5.7% | +20.6% | +24.4% |
| 6M | +123.2% | +21.4% | +101.8% | +110.3% |
| YTD | +196.0% | +27.6% | +168.4% | +168.6% |
| 1Y | +240.9% | +36.1% | +204.8% | +200.0% |
| 3Y | +103.5% | +69.9% | +33.7% | +57.0% |
| 5Y | -65.5% | +59.7% | -125.1% | -76.8% |
| All | -65.5% | +60.8% | -126.3% | -76.8% |
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