+149.9%
IBM vs EXR
+215.3%
-65.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.2% | +0.3% |
| 7D | -2.5% | +2.7% | -5.2% | -3.2% |
| 30D | +8.4% | +18.9% | -10.6% | +3.5% |
| 3M | +4.5% | +8.4% | -3.9% | +2.2% |
| 6M | +7.9% | +14.3% | -6.4% | +4.0% |
| YTD | -15.2% | +27.2% | -42.5% | -20.7% |
| 1Y | -17.6% | +25.9% | -43.5% | -22.7% |
| 3Y | +82.1% | +54.6% | +27.4% | +59.1% |
| 5Y | +143.3% | -0.6% | +143.9% | +134.8% |
| 10Y | +149.9% | +208.5% | -58.6% | +83.2% |
| All | +149.9% | +215.3% | -65.4% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling