+69.2%
IYR vs EXR
+144.7%
-75.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.3% |
| 7D | -0.9% | -3.1% | +2.2% | +0.8% |
| 30D | -2.4% | -7.5% | +5.2% | +1.9% |
| 3M | -2.0% | -7.5% | +5.5% | +2.1% |
| 6M | +2.5% | -5.2% | +7.7% | +5.2% |
| YTD | +8.3% | +6.5% | +1.8% | +4.1% |
| 1Y | +6.5% | -2.0% | +8.5% | +6.7% |
| 3Y | +29.3% | +21.5% | +7.8% | +12.4% |
| 5Y | +5.7% | -11.5% | +17.2% | +6.8% |
| 10Y | +69.2% | +148.0% | -78.8% | -2.9% |
| All | +69.2% | +144.7% | -75.5% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling