-51.4%
ILMN vs EXR
-11.8%
-39.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.0% |
| 7D | +1.2% | -2.6% | +3.8% | +2.5% |
| 30D | +9.2% | -7.2% | +16.4% | +13.1% |
| 3M | +29.8% | -3.5% | +33.3% | +31.6% |
| 6M | +69.2% | -5.3% | +74.5% | +72.6% |
| YTD | +66.4% | +9.4% | +57.0% | +56.7% |
| 1Y | +123.4% | +1.3% | +122.1% | +117.9% |
| 3Y | +33.2% | +22.4% | +10.7% | +12.5% |
| All | -51.4% | -11.8% | -39.6% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling