+93.9%
ILMN vs EXR
+28.1%
+65.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -4.8% |
| 7D | -21.6% | +11.3% | -32.8% | -21.8% |
| 30D | -22.9% | +21.2% | -44.0% | -23.7% |
| 3M | +11.6% | +8.7% | +2.9% | +11.8% |
| 6M | +62.5% | +18.2% | +44.3% | +60.5% |
| YTD | +72.7% | +27.9% | +44.8% | +62.9% |
| 1Y | +93.9% | +28.3% | +65.5% | +83.3% |
| All | +93.9% | +28.1% | +65.8% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling