+341.2%
IYR vs EXR
+2,662.2%
-2,321.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.1% |
| 7D | -1.2% | -2.6% | +1.3% | +0.5% |
| 30D | -2.9% | -7.2% | +4.3% | +2.1% |
| 3M | +0.8% | -3.5% | +4.3% | +3.1% |
| 6M | +1.9% | -5.3% | +7.1% | +5.2% |
| YTD | +9.6% | +9.4% | +0.3% | +2.4% |
| 1Y | +8.1% | +1.3% | +6.8% | +5.7% |
| 3Y | +29.2% | +22.4% | +6.8% | +7.2% |
| 5Y | +4.3% | -12.2% | +16.5% | +4.3% |
| 10Y | +64.7% | +148.6% | -83.9% | -25.8% |
| All | +341.2% | +2,662.2% | -2,321.0% | -66.0% |
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