-92.0%
IOVA vs EXR
+1,392.8%
-1,484.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.6% |
| 7D | +9.7% | -2.6% | +12.3% | +10.9% |
| 30D | +102.5% | -7.2% | +109.7% | +108.7% |
| 3M | +100.7% | -3.5% | +104.2% | +102.6% |
| 6M | +106.3% | -5.3% | +111.6% | +110.3% |
| YTD | +222.0% | +9.4% | +212.6% | +206.6% |
| 1Y | +299.5% | +1.3% | +298.2% | +294.1% |
| 3Y | +42.9% | +22.4% | +20.5% | +31.5% |
| 5Y | -65.0% | -12.2% | -52.7% | -64.6% |
| 10Y | +10.3% | +148.6% | -138.3% | -23.5% |
| All | -92.0% | +1,392.8% | -1,484.8% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling