+414.3%
IAG vs EXR
+151.1%
+263.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.3% | -0.7% | +4.9% | +4.4% |
| 30D | +9.8% | -6.9% | +16.7% | +11.7% |
| 3M | +28.9% | -3.0% | +31.9% | +29.5% |
| 6M | -7.6% | -2.9% | -4.6% | -7.0% |
| YTD | +22.0% | +9.3% | +12.7% | +19.1% |
| 1Y | +99.5% | -0.9% | +100.4% | +99.2% |
| 3Y | +818.3% | +24.7% | +793.6% | +766.4% |
| 5Y | +785.9% | -11.7% | +797.6% | +786.2% |
| All | +414.3% | +151.1% | +263.2% | +333.5% |
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