+652.8%
IWM vs EXR
+2,662.2%
-2,009.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +0.1% | -2.6% | +2.6% | +1.2% |
| 30D | -1.3% | -7.2% | +5.9% | +2.0% |
| 3M | +1.6% | -3.5% | +5.1% | +2.9% |
| 6M | +13.6% | -5.3% | +18.9% | +15.8% |
| YTD | +20.8% | +9.4% | +11.4% | +15.2% |
| 1Y | +26.4% | +1.3% | +25.1% | +24.4% |
| 3Y | +60.7% | +22.4% | +38.3% | +41.8% |
| 5Y | +38.2% | -12.2% | +50.4% | +37.8% |
| 10Y | +169.5% | +148.6% | +20.9% | +57.1% |
| All | +652.8% | +2,662.2% | -2,009.4% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling