+131.6%
IBM vs EXR
+147.0%
-15.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -1.5% | -6.9% | +5.5% | +0.3% |
| 3M | -16.8% | -3.0% | -13.8% | -16.1% |
| 6M | -9.0% | -2.9% | -6.1% | -8.5% |
| YTD | -20.1% | +9.3% | -29.3% | -22.1% |
| 1Y | -7.0% | -0.9% | -6.1% | -7.3% |
| 3Y | +72.4% | +24.7% | +47.7% | +59.4% |
| 5Y | +112.0% | -11.7% | +123.7% | +110.4% |
| 10Y | +131.6% | +148.4% | -16.8% | +76.9% |
| All | +131.6% | +147.0% | -15.4% | +76.9% |
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