+151.9%
IWM vs EXR
+217.4%
-65.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +1.9% | +18.8% | -16.9% | -4.3% |
| 3M | -5.7% | +9.9% | -15.6% | -9.0% |
| 6M | -0.3% | +12.6% | -12.9% | -4.8% |
| YTD | +15.8% | +26.5% | -10.7% | +5.7% |
| 1Y | +17.1% | +24.5% | -7.4% | +7.4% |
| 3Y | +73.1% | +52.4% | +20.7% | +45.0% |
| 5Y | +25.9% | -1.5% | +27.4% | +20.9% |
| 10Y | +151.9% | +216.0% | -64.0% | +77.8% |
| All | +151.9% | +217.4% | -65.5% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling