+15.0%
IWM vs EXR
+26.1%
-11.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.0% | +5.2% | -7.2% | -3.4% |
| 30D | -1.5% | +20.9% | -22.3% | -6.7% |
| 3M | -8.0% | +7.7% | -15.7% | -10.0% |
| 6M | -4.1% | +13.2% | -17.3% | -8.0% |
| YTD | +11.9% | +26.5% | -14.5% | +2.7% |
| 1Y | +15.0% | +27.2% | -12.2% | +5.2% |
| All | +15.0% | +26.1% | -11.1% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling