+80.2%
IBB vs EXR
+69.9%
+10.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -1.8% | +5.2% | -7.0% | -3.3% |
| 30D | +5.1% | +20.9% | -15.8% | -0.7% |
| 3M | +10.7% | +7.7% | +3.0% | +8.2% |
| 6M | +22.9% | +13.2% | +9.7% | +18.1% |
| YTD | +26.7% | +26.5% | +0.2% | +17.3% |
| 1Y | +35.1% | +27.2% | +7.9% | +24.8% |
| 3Y | +80.2% | +71.5% | +8.7% | +62.2% |
| All | +80.2% | +69.9% | +10.3% | +62.2% |
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 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