+509.1%
IAG vs EXR
-0.3%
+509.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.4% |
| 7D | +21.4% | +5.2% | +16.2% | +19.4% |
| 30D | +4.0% | +20.9% | -16.8% | -2.8% |
| 3M | +17.0% | +7.7% | +9.3% | +13.8% |
| 6M | +1.4% | +13.2% | -11.8% | -3.4% |
| YTD | +13.8% | +26.5% | -12.7% | +4.1% |
| 1Y | +55.8% | +27.2% | +28.6% | +42.2% |
| 3Y | +647.4% | +71.5% | +575.9% | +505.2% |
| All | +509.1% | -0.3% | +509.4% | +503.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling