+1,657.7%
IBN vs EXR
+2,662.2%
-1,004.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +1.4% | -2.6% | +4.0% | +2.7% |
| 30D | -0.3% | -7.2% | +6.9% | +3.4% |
| 3M | +17.1% | -3.5% | +20.6% | +18.9% |
| 6M | +3.4% | -5.3% | +8.7% | +5.8% |
| YTD | +2.5% | +9.4% | -6.8% | -2.8% |
| 1Y | -4.2% | +1.3% | -5.5% | -6.0% |
| 3Y | +32.4% | +22.4% | +10.0% | +11.5% |
| 5Y | +59.2% | -12.2% | +71.4% | +52.0% |
| 10Y | +345.7% | +148.6% | +197.1% | +111.6% |
| All | +1,657.7% | +2,662.2% | -1,004.5% | +78.8% |
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