+84.4%
INDA vs EXR
+144.7%
-60.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.3% |
| 7D | -2.6% | -3.1% | +0.5% | -2.0% |
| 30D | -2.9% | -7.5% | +4.6% | -1.3% |
| 3M | +2.4% | -7.5% | +9.9% | +4.0% |
| 6M | -2.6% | -5.2% | +2.6% | -1.7% |
| YTD | -10.0% | +6.5% | -16.5% | -11.5% |
| 1Y | -7.7% | -2.0% | -5.6% | -7.7% |
| 3Y | +8.9% | +21.5% | -12.6% | +1.8% |
| 5Y | +6.0% | -11.5% | +17.5% | +4.8% |
| 10Y | +84.4% | +148.0% | -63.6% | +37.6% |
| All | +84.4% | +144.7% | -60.3% | +37.6% |
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