+70.2%
IWM vs EXR
+53.2%
+16.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | +0.6% | +18.3% | -17.7% | -5.4% |
| 3M | -7.8% | +9.1% | -16.8% | -10.8% |
| 6M | -1.0% | +11.7% | -12.7% | -5.4% |
| YTD | +13.9% | +25.7% | -11.8% | +3.6% |
| 1Y | +15.4% | +24.9% | -9.5% | +5.2% |
| All | +70.2% | +53.2% | +16.9% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling