+746.0%
IJR vs EXR
+3,081.1%
-2,335.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.4% |
| 30D | +3.8% | +18.2% | -14.4% | -3.4% |
| 3M | -5.7% | +7.3% | -13.1% | -8.7% |
| 6M | +4.6% | +13.8% | -9.2% | -1.4% |
| YTD | +18.0% | +25.9% | -8.0% | +6.0% |
| 1Y | +21.8% | +25.8% | -4.0% | +9.5% |
| 3Y | +61.1% | +53.7% | +7.4% | +30.1% |
| 5Y | +27.3% | -1.8% | +29.1% | +21.1% |
| 10Y | +154.1% | +214.5% | -60.4% | +36.5% |
| All | +746.0% | +3,081.1% | -2,335.1% | +46.6% |
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 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