+7.0%
IOVA vs EXR
+205.9%
-198.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -8.5% | +1.7% | -10.2% | -9.2% |
| 30D | -44.7% | +18.0% | -62.8% | -49.5% |
| 3M | +26.2% | +9.7% | +16.6% | +19.5% |
| 6M | +123.2% | +13.4% | +109.8% | +106.8% |
| YTD | +196.0% | +26.3% | +169.7% | +158.5% |
| 1Y | +240.9% | +27.6% | +213.4% | +196.6% |
| 3Y | +103.5% | +52.2% | +51.4% | +66.5% |
| 5Y | -65.5% | -1.1% | -64.4% | -67.5% |
| 10Y | +7.0% | +216.8% | -209.8% | -38.7% |
| All | +7.0% | +205.9% | -198.8% | -38.7% |
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