+365.6%
IAG vs EXR
+216.3%
+149.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -7.7% | -0.4% | -7.2% | -7.6% |
| 30D | +1.6% | +18.2% | -16.6% | -2.4% |
| 3M | -2.4% | +7.3% | -9.8% | -4.1% |
| 6M | -7.8% | +13.8% | -21.7% | -10.9% |
| YTD | +5.0% | +25.9% | -20.9% | -0.8% |
| 1Y | +25.7% | +25.8% | -0.1% | +18.8% |
| 3Y | +694.5% | +53.7% | +640.8% | +617.4% |
| 5Y | +421.7% | -1.8% | +423.4% | +406.7% |
| All | +365.6% | +216.3% | +149.3% | +274.8% |
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