+211.3%
IAG vs EXR
+3,090.1%
-2,878.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.5% |
| 7D | +16.8% | +1.7% | +15.1% | +16.5% |
| 30D | -1.5% | +18.0% | -19.5% | -5.1% |
| 3M | +0.5% | +9.7% | -9.2% | -1.6% |
| 6M | -1.0% | +13.4% | -14.4% | -3.9% |
| YTD | +12.3% | +26.3% | -14.0% | +6.4% |
| 1Y | +39.2% | +27.6% | +11.7% | +31.6% |
| 3Y | +712.3% | +52.2% | +660.1% | +634.9% |
| 5Y | +484.2% | -1.1% | +485.3% | +471.0% |
| 10Y | +382.3% | +216.8% | +165.5% | +259.5% |
| All | +211.3% | +3,090.1% | -2,878.8% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling