+9,112.7%
ILMN vs EXR
+2,662.2%
+6,450.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.1% |
| 7D | +1.2% | -2.6% | +3.8% | +2.2% |
| 30D | +9.2% | -7.2% | +16.4% | +12.2% |
| 3M | +29.8% | -3.5% | +33.3% | +31.2% |
| 6M | +69.2% | -5.3% | +74.5% | +71.8% |
| YTD | +66.4% | +9.4% | +57.0% | +59.7% |
| 1Y | +123.4% | +1.3% | +122.1% | +119.8% |
| 3Y | +33.2% | +22.4% | +10.7% | +20.5% |
| 5Y | -52.0% | -12.2% | -39.7% | -51.2% |
| 10Y | +33.6% | +148.6% | -115.0% | -9.9% |
| All | +9,112.7% | +2,662.2% | +6,450.5% | +2,339.9% |
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