+168.1%
IJR vs EXR
+151.8%
+16.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -2.2% | -1.2% | -1.0% | -1.8% |
| 30D | -4.6% | -6.2% | +1.6% | -2.4% |
| 3M | +0.2% | -7.4% | +7.6% | +2.8% |
| 6M | +14.7% | -0.5% | +15.3% | +14.6% |
| YTD | +18.9% | +8.1% | +10.8% | +15.0% |
| 1Y | +19.9% | -2.9% | +22.8% | +20.3% |
| 3Y | +53.0% | +22.9% | +30.1% | +39.0% |
| 5Y | +40.9% | -10.2% | +51.0% | +39.9% |
| All | +168.1% | +151.8% | +16.3% | +98.6% |
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