+537.3%
ISRG vs EXR
+205.9%
+331.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | +2.1% | +1.7% | +0.4% | +1.5% |
| 30D | +6.2% | +18.0% | -11.9% | -0.3% |
| 3M | +14.4% | +9.7% | +4.7% | +10.4% |
| 6M | 0.0% | +13.4% | -13.5% | -4.8% |
| YTD | -20.5% | +26.3% | -46.8% | -27.8% |
| 1Y | -21.9% | +27.6% | -49.4% | -29.4% |
| 3Y | +62.2% | +52.2% | +10.0% | +33.0% |
| 5Y | +25.2% | -1.1% | +26.3% | +21.3% |
| 10Y | +537.3% | +216.8% | +320.5% | +354.9% |
| All | +537.3% | +205.9% | +331.5% | +354.9% |
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 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