+807.4%
IJH vs EXR
+2,590.4%
-1,783.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.1% |
| 7D | -0.7% | -3.1% | +2.3% | +0.5% |
| 30D | -3.8% | -7.5% | +3.7% | -0.8% |
| 3M | 0.0% | -7.5% | +7.5% | +2.9% |
| 6M | +8.8% | -5.2% | +13.9% | +10.6% |
| YTD | +13.5% | +6.5% | +7.0% | +10.0% |
| 1Y | +15.4% | -2.0% | +17.4% | +15.3% |
| 3Y | +50.9% | +21.5% | +29.4% | +35.0% |
| 5Y | +47.8% | -11.5% | +59.3% | +46.8% |
| 10Y | +183.1% | +148.0% | +35.1% | +76.0% |
| All | +807.4% | +2,590.4% | -1,783.0% | +93.8% |
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