+269.8%
IFF vs EXR
+2,660.5%
-2,390.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -0.3% | -6.9% | +6.6% | +2.1% |
| 3M | +18.6% | -3.0% | +21.5% | +19.7% |
| 6M | +17.4% | -2.9% | +20.3% | +18.8% |
| YTD | +28.5% | +9.3% | +19.2% | +25.0% |
| 1Y | +32.5% | -0.9% | +33.5% | +33.0% |
| 3Y | +34.1% | +24.7% | +9.4% | +23.0% |
| 5Y | -35.2% | -11.7% | -23.5% | -34.6% |
| 10Y | -21.1% | +148.4% | -169.5% | -44.8% |
| All | +269.8% | +2,660.5% | -2,390.7% | +10.3% |
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