+1,605.2%
IGV vs EXR
+2,662.2%
-1,057.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.8% |
| 7D | -4.5% | -2.6% | -1.9% | -3.6% |
| 30D | +3.2% | -7.2% | +10.4% | +5.9% |
| 3M | +4.5% | -3.5% | +8.0% | +5.6% |
| 6M | +22.1% | -5.3% | +27.4% | +23.7% |
| YTD | -1.0% | +9.4% | -10.4% | -5.0% |
| 1Y | -2.1% | +1.3% | -3.4% | -3.8% |
| 3Y | +44.6% | +22.4% | +22.2% | +29.4% |
| 5Y | +22.2% | -12.2% | +34.4% | +21.6% |
| 10Y | +364.7% | +148.6% | +216.2% | +208.1% |
| All | +1,605.2% | +2,662.2% | -1,057.0% | +348.7% |
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