+533.8%
ISRG vs EXR
+215.7%
+318.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -6.1% | -1.2% | -4.9% | -5.7% |
| 30D | +4.2% | +18.3% | -14.1% | -2.2% |
| 3M | +9.6% | +9.1% | +0.6% | +6.0% |
| 6M | +1.9% | +11.7% | -9.9% | -2.4% |
| YTD | -22.3% | +25.7% | -48.0% | -29.3% |
| 1Y | -23.2% | +24.9% | -48.1% | -29.9% |
| 3Y | +58.5% | +51.4% | +7.1% | +30.2% |
| 5Y | +23.9% | -1.9% | +25.9% | +20.5% |
| All | +533.8% | +215.7% | +318.1% | +349.3% |
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