+2,316.3%
ICE vs EXR
+2,190.7%
+125.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -0.7% | -2.6% | +1.9% | +0.6% |
| 30D | +7.6% | -7.2% | +14.8% | +11.6% |
| 3M | +13.9% | -3.5% | +17.4% | +15.8% |
| 6M | -2.4% | -5.3% | +2.9% | -0.3% |
| YTD | +0.3% | +9.4% | -9.1% | -5.1% |
| 1Y | -6.4% | +1.3% | -7.7% | -8.2% |
| 3Y | +43.1% | +22.4% | +20.7% | +22.6% |
| 5Y | +42.1% | -12.2% | +54.3% | +38.9% |
| 10Y | +220.9% | +148.6% | +72.4% | +65.1% |
| All | +2,316.3% | +2,190.7% | +125.5% | +256.8% |
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 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