+99.5%
IAG vs EXR
+0.3%
+99.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +4.3% | -0.7% | +4.9% | +4.6% |
| 30D | +9.8% | -6.9% | +16.7% | +13.0% |
| 3M | +28.9% | -3.0% | +31.9% | +29.1% |
| 6M | -7.6% | -2.9% | -4.6% | -8.3% |
| YTD | +22.0% | +9.3% | +12.7% | +14.4% |
| 1Y | +99.5% | -0.9% | +100.4% | +97.1% |
| All | +99.5% | +0.3% | +99.2% | +97.1% |
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 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