+932.5%
IBB vs EXR
+2,662.2%
-1,729.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.9% |
| 3M | +23.6% | -3.5% | +27.1% | +24.7% |
| 6M | +22.6% | -5.3% | +27.9% | +24.3% |
| YTD | +25.7% | +9.4% | +16.3% | +21.9% |
| 1Y | +51.4% | +1.3% | +50.1% | +49.9% |
| 3Y | +64.4% | +22.4% | +42.0% | +51.6% |
| 5Y | +22.1% | -12.2% | +34.4% | +22.2% |
| 10Y | +132.5% | +148.6% | -16.1% | +64.9% |
| All | +932.5% | +2,662.2% | -1,729.7% | +238.6% |
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