+12.4%
IYR vs EXR
+28.1%
-15.6%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | +0.1% | +1.6% |
| 7D | +6.9% | +11.3% | -4.3% | +1.5% |
| 30D | +10.2% | +21.2% | -10.9% | +0.5% |
| 3M | -0.3% | +8.7% | -9.0% | -4.4% |
| 6M | +3.6% | +18.2% | -14.6% | -4.4% |
| YTD | +12.5% | +27.9% | -15.5% | +0.4% |
| 1Y | +12.4% | +28.3% | -15.9% | +0.4% |
| All | +12.4% | +28.1% | -15.6% | +0.4% |
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