+42.5%
ICE vs EXR
+23.6%
+18.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.2% | -0.7% | -0.5% | -1.0% |
| 30D | +5.0% | -6.9% | +11.9% | +6.9% |
| 3M | +13.9% | -3.0% | +16.9% | +14.7% |
| 6M | -4.4% | -2.9% | -1.5% | -3.8% |
| YTD | -1.9% | +9.3% | -11.2% | -4.6% |
| 1Y | -8.1% | -0.9% | -7.2% | -8.3% |
| 3Y | +42.5% | +24.7% | +17.8% | +37.8% |
| All | +42.5% | +23.6% | +18.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling