+155.4%
IWM vs EXR
+205.9%
-50.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +0.3% | +1.7% | -1.5% | -0.3% |
| 30D | +0.6% | +18.0% | -17.5% | -5.3% |
| 3M | -6.2% | +9.7% | -15.9% | -9.4% |
| 6M | -0.8% | +13.4% | -14.2% | -5.6% |
| YTD | +14.8% | +26.3% | -11.5% | +4.8% |
| 1Y | +16.1% | +27.6% | -11.4% | +5.6% |
| 3Y | +71.5% | +52.2% | +19.4% | +43.8% |
| 5Y | +25.8% | -1.1% | +26.8% | +20.6% |
| 10Y | +155.4% | +216.8% | -61.4% | +80.1% |
| All | +155.4% | +205.9% | -50.5% | +80.1% |
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 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