+310.3%
IVV vs EXR
+216.3%
+94.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | -2.0% | +18.2% | -20.2% | -6.8% |
| 3M | -2.8% | +7.3% | -10.1% | -4.9% |
| 6M | +2.2% | +13.8% | -11.7% | -2.1% |
| YTD | +11.5% | +25.9% | -14.4% | +3.4% |
| 1Y | +13.5% | +25.8% | -12.3% | +5.2% |
| 3Y | +78.1% | +53.7% | +24.4% | +50.9% |
| 5Y | +73.1% | -1.8% | +74.9% | +67.1% |
| All | +310.3% | +216.3% | +94.0% | +193.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling