+152.5%
IVZ vs EXR
+53.5%
+99.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +7.6% | -0.4% | +8.0% | +7.9% |
| 30D | +4.3% | +18.2% | -13.9% | -4.0% |
| 3M | -9.3% | +7.3% | -16.7% | -12.5% |
| 6M | +5.2% | +13.8% | -8.6% | -2.1% |
| YTD | +13.4% | +25.9% | -12.5% | -0.5% |
| 1Y | +25.4% | +25.8% | -0.4% | +9.9% |
| 3Y | +152.5% | +53.7% | +98.8% | +85.3% |
| All | +152.5% | +53.5% | +99.0% | +85.3% |
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