+20.0%
IWM vs EXR
-0.3%
+20.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.0% | +5.2% | -7.2% | -3.9% |
| 30D | -1.5% | +20.9% | -22.3% | -8.4% |
| 3M | -8.0% | +7.7% | -15.7% | -10.7% |
| 6M | -4.1% | +13.2% | -17.3% | -9.0% |
| YTD | +11.9% | +26.5% | -14.5% | +1.3% |
| 1Y | +15.0% | +27.2% | -12.2% | +3.8% |
| 3Y | +64.2% | +71.5% | -7.3% | +27.6% |
| All | +20.0% | -0.3% | +20.4% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling