+30.7%
IVZ vs EXR
+28.1%
+2.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.1% | +1.1% | +3.4% |
| 7D | +2.6% | +11.3% | -8.6% | -0.2% |
| 30D | -3.5% | +21.2% | -24.6% | -8.3% |
| 3M | -7.4% | +8.7% | -16.1% | -9.4% |
| 6M | +14.7% | +18.2% | -3.5% | +8.4% |
| YTD | +14.6% | +27.9% | -13.3% | +7.9% |
| 1Y | +30.7% | +28.3% | +2.4% | +23.0% |
| All | +30.7% | +28.1% | +2.7% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling