+459.2%
IBM vs EXR
+2,662.2%
-2,203.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.3% | -2.6% | +2.3% | +0.4% |
| 30D | +0.3% | -7.2% | +7.5% | +2.2% |
| 3M | -21.6% | -3.5% | -18.1% | -20.9% |
| 6M | -4.7% | -5.3% | +0.6% | -3.5% |
| YTD | -19.1% | +9.4% | -28.4% | -21.2% |
| 1Y | -2.5% | +1.3% | -3.8% | -3.4% |
| 3Y | +74.2% | +22.4% | +51.7% | +61.7% |
| 5Y | +113.1% | -12.2% | +125.4% | +111.4% |
| 10Y | +133.5% | +148.6% | -15.0% | +71.1% |
| All | +459.2% | +2,662.2% | -2,203.1% | +108.9% |
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 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