-29.9%
IT vs EXR
+0.3%
-30.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.4% |
| 3M | +7.6% | -3.0% | +10.6% | +9.5% |
| 6M | +2.1% | -2.9% | +5.1% | +3.4% |
| YTD | -31.6% | +9.3% | -40.9% | -32.1% |
| 1Y | -29.9% | -0.9% | -29.0% | -31.2% |
| All | -29.9% | +0.3% | -30.2% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling