+59.4%
IAG vs EXR
+28.1%
+31.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.1% | +7.1% | +8.9% |
| 7D | +1.1% | +11.3% | -10.2% | -3.0% |
| 30D | -5.3% | +21.2% | -26.4% | -12.5% |
| 3M | +18.0% | +8.7% | +9.3% | +14.0% |
| 6M | +7.1% | +18.2% | -11.1% | -1.9% |
| YTD | +5.9% | +27.9% | -22.0% | -8.5% |
| 1Y | +59.4% | +28.3% | +31.1% | +37.7% |
| All | +59.4% | +28.1% | +31.3% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling