+244.3%
IAG vs EXR
+2,662.2%
-2,418.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.9% |
| 7D | -0.5% | -2.6% | +2.0% | +0.1% |
| 30D | +28.9% | -7.2% | +36.1% | +31.0% |
| 3M | +19.1% | -3.5% | +22.6% | +19.8% |
| 6M | -10.3% | -5.3% | -5.0% | -9.2% |
| YTD | +24.2% | +9.4% | +14.8% | +21.6% |
| 1Y | +116.5% | +1.3% | +115.2% | +115.4% |
| 3Y | +742.8% | +22.4% | +720.4% | +698.3% |
| 5Y | +753.3% | -12.2% | +765.6% | +756.4% |
| 10Y | +403.2% | +148.6% | +254.6% | +295.9% |
| All | +244.3% | +2,662.2% | -2,418.0% | +56.4% |
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