-51.6%
IT vs EXR
+69.9%
-121.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -16.9% | +5.2% | -22.1% | -18.1% |
| 30D | +2.3% | +20.9% | -18.5% | -2.9% |
| 3M | +2.9% | +7.7% | -4.8% | +0.5% |
| 6M | +25.9% | +13.2% | +12.7% | +21.8% |
| YTD | -24.6% | +26.5% | -51.1% | -29.3% |
| 1Y | -16.0% | +27.2% | -43.2% | -21.4% |
| 3Y | -51.6% | +71.5% | -123.1% | -56.3% |
| All | -51.6% | +69.9% | -121.5% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling