+16.7%
IOVA vs EXR
+215.3%
-198.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +1.9% | +2.7% | -0.8% | +0.6% |
| 30D | -44.1% | +18.9% | -63.1% | -49.0% |
| 3M | +28.9% | +8.4% | +20.5% | +22.7% |
| 6M | +125.7% | +14.3% | +111.4% | +108.6% |
| YTD | +199.3% | +27.2% | +172.0% | +160.8% |
| 1Y | +255.2% | +25.9% | +229.3% | +211.3% |
| 3Y | +106.8% | +54.6% | +52.2% | +68.6% |
| 5Y | -67.1% | -0.6% | -66.5% | -69.1% |
| 10Y | +16.7% | +208.5% | -191.8% | -29.8% |
| All | +16.7% | +215.3% | -198.6% | -29.8% |
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