+1,477.4%
IT vs EXR
+3,114.4%
-1,637.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -18.8% | +2.7% | -21.5% | -19.7% |
| 30D | -0.1% | +18.9% | -19.0% | -6.7% |
| 3M | +2.9% | +8.4% | -5.4% | -0.2% |
| 6M | +20.4% | +14.3% | +6.1% | +14.3% |
| YTD | -24.3% | +27.2% | -51.5% | -31.7% |
| 1Y | -17.2% | +25.9% | -43.1% | -25.0% |
| 3Y | -52.4% | +54.6% | -107.0% | -61.5% |
| 5Y | -43.7% | -0.6% | -43.1% | -46.4% |
| 10Y | +90.3% | +208.5% | -118.2% | +9.0% |
| All | +1,477.4% | +3,114.4% | -1,637.0% | +208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling