-45.5%
ILMN vs EXR
-0.3%
-45.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.0% | +2.7% |
| 7D | -9.7% | +5.2% | -14.9% | -11.9% |
| 30D | -20.4% | +20.9% | -41.3% | -27.6% |
| 3M | +10.0% | +7.7% | +2.3% | +5.7% |
| 6M | +49.5% | +13.2% | +36.3% | +39.5% |
| YTD | +62.5% | +26.5% | +36.0% | +41.9% |
| 1Y | +76.0% | +27.2% | +48.8% | +53.0% |
| 3Y | +94.2% | +71.5% | +22.6% | +33.9% |
| All | -45.5% | -0.3% | -45.2% | -47.7% |
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