+217.1%
ICE vs EXR
+147.0%
+70.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | +5.0% | -6.9% | +11.9% | +7.4% |
| 3M | +13.9% | -3.0% | +16.9% | +14.9% |
| 6M | -4.4% | -2.9% | -1.5% | -3.8% |
| YTD | -1.9% | +9.3% | -11.2% | -5.2% |
| 1Y | -8.1% | -0.9% | -7.2% | -8.4% |
| 3Y | +42.5% | +24.7% | +17.8% | +29.1% |
| 5Y | +40.6% | -11.7% | +52.3% | +40.5% |
| 10Y | +217.1% | +148.4% | +68.7% | +137.1% |
| All | +217.1% | +147.0% | +70.1% | +137.1% |
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