+1,469.8%
IT vs EXR
+3,094.9%
-1,625.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -16.9% | +5.2% | -22.1% | -18.6% |
| 30D | +2.3% | +20.9% | -18.5% | -5.1% |
| 3M | +2.9% | +7.7% | -4.8% | -0.1% |
| 6M | +25.9% | +13.2% | +12.7% | +20.0% |
| YTD | -24.6% | +26.5% | -51.1% | -31.9% |
| 1Y | -16.0% | +27.2% | -43.2% | -24.3% |
| 3Y | -51.6% | +71.5% | -123.1% | -62.6% |
| 5Y | -42.6% | +0.4% | -43.0% | -45.6% |
| 10Y | +103.6% | +225.2% | -121.6% | +14.0% |
| All | +1,469.8% | +3,094.9% | -1,625.1% | +207.8% |
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 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