+6.4%
IOVA vs EXR
+217.4%
-211.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | 0.0% |
| 7D | -7.0% | -1.1% | -5.9% | -6.5% |
| 30D | -44.4% | +18.8% | -63.2% | -49.3% |
| 3M | +24.7% | +9.9% | +14.7% | +17.8% |
| 6M | +118.6% | +12.6% | +106.0% | +103.3% |
| YTD | +196.3% | +26.5% | +169.8% | +158.6% |
| 1Y | +205.3% | +24.5% | +180.8% | +168.5% |
| 3Y | +103.8% | +52.4% | +51.4% | +66.6% |
| 5Y | -65.6% | -1.5% | -64.0% | -67.6% |
| 10Y | +6.4% | +216.0% | -209.5% | -39.0% |
| All | +6.4% | +217.4% | -211.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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