+128.7%
IVZ vs EXR
+70.9%
+57.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.4% | -7.8% |
| 7D | -6.7% | +6.8% | -13.5% | -9.5% |
| 30D | -10.9% | +19.6% | -30.5% | -18.0% |
| 3M | -14.8% | +8.0% | -22.8% | -17.9% |
| 6M | +2.4% | +17.2% | -14.7% | -5.6% |
| YTD | +5.4% | +27.2% | -21.8% | -7.2% |
| 1Y | +19.6% | +26.1% | -6.5% | +5.6% |
| All | +128.7% | +70.9% | +57.8% | +76.5% |
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 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