+550.7%
ISRG vs EXR
+217.4%
+333.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -6.8% | -1.1% | -5.6% | -6.3% |
| 30D | +5.1% | +18.8% | -13.7% | -1.5% |
| 3M | +12.0% | +9.9% | +2.1% | +8.0% |
| 6M | +7.0% | +12.6% | -5.6% | +2.2% |
| YTD | -20.6% | +26.5% | -47.1% | -27.9% |
| 1Y | -21.4% | +24.5% | -45.9% | -28.2% |
| 3Y | +62.0% | +52.4% | +9.6% | +32.7% |
| 5Y | +28.1% | -1.5% | +29.7% | +24.4% |
| 10Y | +550.7% | +216.0% | +334.7% | +362.8% |
| All | +550.7% | +217.4% | +333.3% | +362.8% |
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