+43.6%
IVZ vs EXR
+216.9%
-173.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | +2.2% | +1.7% | +0.4% | +1.3% |
| 30D | -2.2% | +18.0% | -20.2% | -10.1% |
| 3M | -8.4% | +9.7% | -18.1% | -12.8% |
| 6M | +6.2% | +13.4% | -7.3% | -1.1% |
| YTD | +12.4% | +26.3% | -13.9% | -1.3% |
| 1Y | +26.0% | +27.6% | -1.5% | +9.9% |
| 3Y | +147.9% | +52.2% | +95.7% | +93.6% |
| 5Y | +38.8% | -1.1% | +39.8% | +31.5% |
| All | +43.6% | +216.9% | -173.3% | -16.7% |
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