+24.3%
IGV vs EXR
-10.8%
+35.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -4.5% | -2.6% | -1.9% | -3.7% |
| 30D | +3.2% | -7.2% | +10.4% | +5.7% |
| 3M | +4.5% | -3.5% | +8.0% | +5.5% |
| 6M | +22.1% | -5.3% | +27.4% | +23.6% |
| YTD | -1.0% | +9.4% | -10.4% | -5.2% |
| 1Y | -2.1% | +1.3% | -3.4% | -3.9% |
| 3Y | +44.6% | +22.4% | +22.2% | +26.0% |
| All | +24.3% | -10.8% | +35.0% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling