+764.7%
IJR vs EXR
+2,660.5%
-1,895.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -3.1% | -6.9% | +3.8% | -0.2% |
| 3M | +4.4% | -3.0% | +7.4% | +5.5% |
| 6M | +16.1% | -2.9% | +19.1% | +17.1% |
| YTD | +20.6% | +9.3% | +11.3% | +15.3% |
| 1Y | +22.9% | -0.9% | +23.8% | +22.3% |
| 3Y | +55.2% | +24.7% | +30.5% | +36.6% |
| 5Y | +41.1% | -11.7% | +52.8% | +40.2% |
| 10Y | +167.0% | +148.4% | +18.6% | +58.6% |
| All | +764.7% | +2,660.5% | -1,895.8% | +59.5% |
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