+539.2%
ISRG vs EXR
+216.3%
+322.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -2.0% | -0.4% | -1.6% | -1.9% |
| 30D | +5.6% | +18.2% | -12.7% | -0.9% |
| 3M | +10.5% | +7.3% | +3.2% | +7.6% |
| 6M | +2.6% | +13.8% | -11.2% | -2.3% |
| YTD | -21.7% | +25.9% | -47.6% | -28.7% |
| 1Y | -21.6% | +25.8% | -47.4% | -28.7% |
| 3Y | +57.0% | +53.7% | +3.3% | +28.2% |
| 5Y | +25.0% | -1.8% | +26.7% | +21.4% |
| All | +539.2% | +216.3% | +322.9% | +352.8% |
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