+140.3%
IVZ vs EXR
+22.7%
+117.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.7% |
| 7D | +0.6% | -2.6% | +3.2% | +1.9% |
| 30D | +4.0% | -7.2% | +11.2% | +7.8% |
| 3M | +18.2% | -3.5% | +21.7% | +19.6% |
| 6M | +32.8% | -5.3% | +38.1% | +35.4% |
| YTD | +28.7% | +9.4% | +19.4% | +21.5% |
| 1Y | +55.4% | +1.3% | +54.1% | +52.1% |
| All | +140.3% | +22.7% | +117.6% | +117.1% |
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