-93.0%
IOVA vs EXPD
+367.6%
-460.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.5% | -6.6% | -9.4% |
| 7D | -19.0% | -4.8% | -14.2% | -17.5% |
| 30D | -40.3% | -1.5% | -38.8% | -39.9% |
| 3M | +78.3% | +4.1% | +74.2% | +75.2% |
| 6M | +94.5% | +24.0% | +70.5% | +78.4% |
| YTD | +183.5% | +27.4% | +156.1% | +151.6% |
| 1Y | +327.6% | +38.4% | +289.3% | +264.8% |
| 3Y | +83.8% | +73.2% | +10.7% | +40.9% |
| 5Y | -69.0% | +59.9% | -128.9% | -76.2% |
| 10Y | +33.4% | +319.9% | -286.5% | -27.6% |
| All | -93.0% | +367.6% | -460.6% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling