+3.6%
ITW vs EXR
-1.5%
+5.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -0.8% |
| 30D | -9.5% | -6.9% | -2.6% | -6.4% |
| 3M | +6.6% | -7.8% | +14.4% | +10.7% |
| 6M | -1.8% | -4.9% | +3.1% | +0.1% |
| YTD | +9.0% | +7.2% | +1.9% | +5.6% |
| 1Y | +3.6% | -1.5% | +5.1% | +0.4% |
| All | +3.6% | -1.5% | +5.1% | +0.4% |
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