+245.1%
ICE vs EXR
+208.2%
+36.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +1.0% | +2.7% | -1.7% | +0.2% |
| 30D | +11.4% | +18.9% | -7.5% | +5.5% |
| 3M | +16.2% | +8.4% | +7.8% | +13.2% |
| 6M | +12.5% | +14.3% | -1.8% | +7.6% |
| YTD | +8.6% | +27.2% | -18.7% | -0.1% |
| 1Y | +18.4% | +25.9% | -7.6% | +9.2% |
| 3Y | +66.4% | +54.6% | +11.8% | +40.6% |
| 5Y | +37.2% | -0.6% | +37.8% | +32.2% |
| All | +245.1% | +208.2% | +36.9% | +148.2% |
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