+922.5%
IVV vs EXR
+3,113.6%
-2,191.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.2% |
| 7D | -4.8% | +6.8% | -11.6% | -6.8% |
| 30D | -5.9% | +19.6% | -25.5% | -11.5% |
| 3M | -4.5% | +8.0% | -12.5% | -7.1% |
| 6M | +1.8% | +17.2% | -15.3% | -3.9% |
| YTD | +8.4% | +27.2% | -18.8% | -0.8% |
| 1Y | +9.4% | +26.1% | -16.7% | +0.3% |
| 3Y | +75.3% | +70.7% | +4.6% | +41.0% |
| 5Y | +67.8% | +1.0% | +66.8% | +58.8% |
| 10Y | +314.2% | +227.1% | +87.1% | +151.0% |
| All | +922.5% | +3,113.6% | -2,191.0% | +157.0% |
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