+15.4%
IWM vs EXR
+24.1%
-8.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | +2.8% | -1.2% | +4.0% | +3.1% |
| 30D | +0.6% | +18.3% | -17.7% | -4.3% |
| 3M | -7.8% | +9.1% | -16.8% | -10.1% |
| 6M | -1.0% | +11.7% | -12.7% | -4.7% |
| YTD | +13.9% | +25.7% | -11.8% | +3.4% |
| 1Y | +15.4% | +24.9% | -9.5% | +5.0% |
| All | +15.4% | +24.1% | -8.7% | +5.0% |
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