+1,866.0%
IBN vs EXR
+3,094.9%
-1,228.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | +15.1% | +5.2% | +9.9% | +12.1% |
| 30D | +21.6% | +20.9% | +0.8% | +10.5% |
| 3M | +11.2% | +7.7% | +3.5% | +6.9% |
| 6M | +27.8% | +13.2% | +14.6% | +19.4% |
| YTD | +14.7% | +26.5% | -11.8% | +0.9% |
| 1Y | +14.4% | +27.2% | -12.8% | +0.2% |
| 3Y | +52.1% | +71.5% | -19.4% | +7.4% |
| 5Y | +70.7% | +0.4% | +70.3% | +52.9% |
| 10Y | +385.5% | +225.2% | +160.4% | +99.5% |
| All | +1,866.0% | +3,094.9% | -1,228.9% | +85.6% |
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