+1,554.5%
IGV vs EXR
+3,114.4%
-1,559.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -0.4% | +2.7% | -3.1% | -1.3% |
| 30D | -9.9% | +18.9% | -28.9% | -15.3% |
| 3M | -1.2% | +8.4% | -9.6% | -4.1% |
| 6M | +11.3% | +14.3% | -3.0% | +5.8% |
| YTD | -4.0% | +27.2% | -31.2% | -12.6% |
| 1Y | -7.3% | +25.9% | -33.2% | -15.5% |
| 3Y | +42.8% | +54.6% | -11.9% | +18.0% |
| 5Y | +13.7% | -0.6% | +14.3% | +8.4% |
| 10Y | +354.8% | +208.5% | +146.3% | +180.1% |
| All | +1,554.5% | +3,114.4% | -1,559.9% | +312.7% |
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 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