+946.7%
ITOT vs EXR
+2,660.5%
-1,713.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.7% | -0.7% | +1.3% | +0.9% |
| 30D | -1.1% | -6.9% | +5.8% | +1.3% |
| 3M | +3.9% | -3.0% | +6.9% | +4.7% |
| 6M | +14.7% | -2.9% | +17.7% | +15.4% |
| YTD | +13.3% | +9.3% | +4.1% | +9.2% |
| 1Y | +19.1% | -0.9% | +20.1% | +18.4% |
| 3Y | +77.3% | +24.7% | +52.6% | +58.7% |
| 5Y | +74.1% | -11.7% | +85.8% | +72.4% |
| 10Y | +293.1% | +148.4% | +144.8% | +159.6% |
| All | +946.7% | +2,660.5% | -1,713.7% | +174.7% |
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