+128.7%
IVZ vs EXR
+69.9%
+58.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -2.4% | +5.2% | -7.7% | -4.7% |
| 30D | -11.2% | +20.9% | -32.1% | -18.8% |
| 3M | -14.0% | +7.7% | -21.7% | -17.0% |
| 6M | +0.5% | +13.2% | -12.7% | -5.8% |
| YTD | +5.4% | +26.5% | -21.1% | -6.9% |
| 1Y | +19.5% | +27.2% | -7.7% | +5.0% |
| 3Y | +128.7% | +71.5% | +57.2% | +77.0% |
| All | +128.7% | +69.9% | +58.8% | +77.0% |
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 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