+306.5%
IVV vs EXR
+221.5%
+85.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -2.7% | +5.2% | -7.9% | -4.1% |
| 30D | -5.4% | +20.9% | -26.2% | -10.6% |
| 3M | -4.1% | +7.7% | -11.8% | -6.2% |
| 6M | +0.7% | +13.2% | -12.5% | -3.3% |
| YTD | +8.7% | +26.5% | -17.7% | +0.7% |
| 1Y | +11.0% | +27.2% | -16.2% | +2.5% |
| 3Y | +75.4% | +71.5% | +3.9% | +43.1% |
| 5Y | +68.3% | +0.4% | +68.0% | +61.4% |
| All | +306.5% | +221.5% | +85.0% | +190.5% |
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