+91.4%
IT vs EXR
+147.0%
-55.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.1% | -7.4% | -7.4% |
| 7D | -9.1% | -0.7% | -8.4% | -8.9% |
| 30D | -7.0% | -6.9% | -0.1% | -4.6% |
| 3M | +7.6% | -3.0% | +10.6% | +9.2% |
| 6M | +2.1% | -2.9% | +5.1% | +3.2% |
| YTD | -31.6% | +9.3% | -40.9% | -34.1% |
| 1Y | -29.9% | -0.9% | -29.0% | -30.2% |
| 3Y | -51.3% | +24.7% | -76.0% | -56.7% |
| 5Y | -44.8% | -11.7% | -33.1% | -44.6% |
| 10Y | +91.4% | +148.4% | -57.0% | +44.2% |
| All | +91.4% | +147.0% | -55.6% | +44.2% |
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