+349.0%
IYR vs EXR
+3,114.4%
-2,765.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.1% |
| 7D | +2.3% | +2.7% | -0.4% | +0.5% |
| 30D | +7.4% | +18.9% | -11.6% | -4.5% |
| 3M | -0.7% | +8.4% | -9.1% | -6.1% |
| 6M | +1.6% | +14.3% | -12.7% | -7.4% |
| YTD | +11.6% | +27.2% | -15.7% | -6.0% |
| 1Y | +10.5% | +25.9% | -15.4% | -6.4% |
| 3Y | +43.4% | +54.6% | -11.2% | +2.1% |
| 5Y | +6.8% | -0.6% | +7.4% | -1.4% |
| 10Y | +86.0% | +208.5% | -122.5% | -27.5% |
| All | +349.0% | +3,114.4% | -2,765.3% | -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