+59.7%
ILMN vs EXR
+205.9%
-146.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | -9.8% | +1.7% | -11.5% | -10.4% |
| 30D | -22.7% | +18.0% | -40.8% | -27.4% |
| 3M | +12.1% | +9.7% | +2.4% | +8.0% |
| 6M | +51.5% | +13.4% | +38.0% | +43.8% |
| YTD | +63.9% | +26.3% | +37.6% | +48.6% |
| 1Y | +76.6% | +27.6% | +49.0% | +59.5% |
| 3Y | +124.6% | +52.2% | +72.4% | +86.9% |
| 5Y | -42.7% | -1.1% | -41.6% | -45.1% |
| 10Y | +59.7% | +216.8% | -157.1% | +33.1% |
| All | +59.7% | +205.9% | -146.2% | +33.1% |
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