+76.2%
INVH vs EXR
+174.7%
-98.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.6% |
| 7D | -3.0% | -1.2% | -1.8% | -2.4% |
| 30D | -7.5% | -6.2% | -1.3% | -4.1% |
| 3M | -5.5% | -7.4% | +1.9% | -1.4% |
| 6M | +11.7% | -0.5% | +12.3% | +11.7% |
| YTD | +1.3% | +8.1% | -6.8% | -3.7% |
| 1Y | -6.1% | -2.9% | -3.2% | -5.5% |
| 3Y | -9.8% | +22.9% | -32.7% | -24.0% |
| 5Y | -19.7% | -10.2% | -9.5% | -20.4% |
| All | +76.2% | +174.7% | -98.5% | -2.1% |
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