+78.4%
IVV vs EXR
+22.7%
+55.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | +0.1% | -7.2% | +7.3% | +1.5% |
| 3M | +2.0% | -3.5% | +5.5% | +2.5% |
| 6M | +13.0% | -5.3% | +18.3% | +13.8% |
| YTD | +13.6% | +9.4% | +4.2% | +11.0% |
| 1Y | +20.1% | +1.3% | +18.8% | +19.0% |
| All | +78.4% | +22.7% | +55.6% | +71.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling