+65.1%
IVZ vs EXR
-11.8%
+77.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +35.5% |
| YTD | +28.7% | +9.4% | +19.4% | +22.0% |
| 1Y | +55.4% | +1.3% | +54.1% | +52.4% |
| 3Y | +135.2% | +22.4% | +112.8% | +106.5% |
| All | +65.1% | -11.8% | +77.0% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling