+45.0%
ICE vs EXR
-11.8%
+56.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -0.7% | -2.6% | +1.9% | +0.1% |
| 30D | +7.6% | -7.2% | +14.8% | +10.0% |
| 3M | +13.9% | -3.5% | +17.4% | +15.1% |
| 6M | -2.4% | -5.3% | +2.9% | -1.0% |
| YTD | +0.3% | +9.4% | -9.1% | -3.0% |
| 1Y | -6.4% | +1.3% | -7.7% | -7.4% |
| 3Y | +43.1% | +22.4% | +20.7% | +31.0% |
| All | +45.0% | -11.8% | +56.8% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling