+814.3%
IAG vs EXR
+24.9%
+789.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.7% |
| 7D | -0.5% | -2.6% | +2.0% | +0.4% |
| 30D | +28.9% | -7.2% | +36.1% | +32.4% |
| 3M | +19.1% | -3.5% | +22.6% | +20.1% |
| 6M | -10.3% | -5.3% | -5.0% | -8.9% |
| YTD | +24.2% | +9.4% | +14.8% | +19.5% |
| 1Y | +116.5% | +1.3% | +115.2% | +113.7% |
| All | +814.3% | +24.9% | +789.4% | +853.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling