+89.3%
IOVA vs EXR
+53.2%
+36.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.3% |
| 7D | -1.4% | -1.2% | -0.2% | -0.6% |
| 30D | -47.4% | +18.3% | -65.7% | -54.2% |
| 3M | +13.2% | +9.1% | +4.1% | +4.6% |
| 6M | +114.3% | +11.7% | +102.6% | +92.4% |
| YTD | +179.5% | +25.7% | +153.8% | +122.6% |
| 1Y | +200.4% | +24.9% | +175.5% | +140.3% |
| All | +89.3% | +53.2% | +36.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling