+66.8%
IBB vs EXR
+22.7%
+44.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +1.4% | -2.6% | +4.0% | +2.2% |
| 30D | +10.5% | -7.2% | +17.7% | +13.0% |
| 3M | +23.6% | -3.5% | +27.1% | +24.7% |
| 6M | +22.6% | -5.3% | +27.9% | +24.2% |
| YTD | +25.7% | +9.4% | +16.3% | +21.5% |
| 1Y | +51.4% | +1.3% | +50.1% | +49.6% |
| All | +66.8% | +22.7% | +44.0% | +59.4% |
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 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