+979.1%
ITW vs EXR
+3,081.1%
-2,102.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.3% | -0.4% | +2.8% | +2.5% |
| 30D | +6.7% | +18.2% | -11.5% | +0.4% |
| 3M | -0.5% | +7.3% | -7.9% | -3.1% |
| 6M | +16.4% | +13.8% | +2.6% | +10.9% |
| YTD | +19.0% | +25.9% | -7.0% | +9.2% |
| 1Y | +20.2% | +25.8% | -5.6% | +10.4% |
| 3Y | +33.1% | +53.7% | -20.6% | +11.4% |
| 5Y | +35.7% | -1.8% | +37.5% | +30.5% |
| 10Y | +194.0% | +214.5% | -20.5% | +77.0% |
| All | +979.1% | +3,081.1% | -2,102.0% | +149.1% |
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