+102.7%
INDA vs EXR
+215.3%
-112.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +6.1% | +2.7% | +3.4% | +5.5% |
| 30D | +11.7% | +18.9% | -7.3% | +7.5% |
| 3M | +2.1% | +8.4% | -6.3% | +0.2% |
| 6M | +3.2% | +14.3% | -11.2% | 0.0% |
| YTD | -4.9% | +27.2% | -32.1% | -10.1% |
| 1Y | -4.4% | +25.9% | -30.3% | -9.4% |
| 3Y | +17.6% | +54.6% | -37.1% | +4.2% |
| 5Y | +9.9% | -0.6% | +10.5% | +6.4% |
| 10Y | +102.7% | +208.5% | -105.8% | +43.8% |
| All | +102.7% | +215.3% | -112.6% | +43.8% |
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 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