+13.5%
IBN vs EXR
+24.1%
-10.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | +5.7% | -1.2% | +6.9% | +6.2% |
| 30D | +20.5% | +18.3% | +2.2% | +13.9% |
| 3M | +15.2% | +9.1% | +6.2% | +11.5% |
| 6M | +34.5% | +11.7% | +22.8% | +28.7% |
| YTD | +16.4% | +25.7% | -9.3% | +8.8% |
| 1Y | +13.5% | +24.9% | -11.4% | +6.4% |
| All | +13.5% | +24.1% | -10.6% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling