+179.3%
IJH vs EXR
+151.8%
+27.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -1.9% | -1.2% | -0.7% | -1.5% |
| 30D | -4.6% | -6.2% | +1.6% | -2.5% |
| 3M | -1.2% | -7.4% | +6.2% | +1.3% |
| 6M | +9.4% | -0.5% | +9.9% | +9.2% |
| YTD | +13.3% | +8.1% | +5.2% | +9.6% |
| 1Y | +13.4% | -2.9% | +16.3% | +13.7% |
| 3Y | +50.4% | +22.9% | +27.5% | +35.7% |
| 5Y | +49.0% | -10.2% | +59.1% | +47.7% |
| All | +179.3% | +151.8% | +27.5% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling