+347.3%
IYR vs EXR
+3,095.3%
-2,748.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.4% |
| 30D | +6.1% | +18.8% | -12.7% | -5.5% |
| 3M | +0.9% | +9.9% | -9.0% | -5.4% |
| 6M | +1.2% | +12.6% | -11.5% | -6.9% |
| YTD | +11.1% | +26.5% | -15.4% | -6.0% |
| 1Y | +9.0% | +24.5% | -15.5% | -6.9% |
| 3Y | +41.4% | +52.4% | -11.0% | +1.7% |
| 5Y | +6.7% | -1.5% | +8.2% | -1.0% |
| 10Y | +87.7% | +216.0% | -128.3% | -28.1% |
| All | +347.3% | +3,095.3% | -2,748.0% | -68.8% |
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