+6.3%
IOVA vs EXR
+144.7%
-138.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.9% |
| 7D | -2.2% | -3.1% | +0.9% | -0.8% |
| 30D | +31.7% | -7.5% | +39.2% | +36.5% |
| 3M | +117.3% | -7.5% | +124.8% | +124.1% |
| 6M | +55.8% | -5.2% | +61.0% | +59.2% |
| YTD | +208.8% | +6.5% | +202.3% | +195.8% |
| 1Y | +255.7% | -2.0% | +257.7% | +255.2% |
| 3Y | +41.7% | +21.5% | +20.1% | +29.6% |
| 5Y | -64.9% | -11.5% | -53.4% | -64.6% |
| 10Y | +6.3% | +148.0% | -141.7% | -31.7% |
| All | +6.3% | +144.7% | -138.4% | -31.7% |
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