+22.9%
IP vs EXR
+148.5%
-125.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | -5.3% | -2.6% | -2.7% | -4.3% |
| 30D | -10.9% | -7.2% | -3.7% | -8.1% |
| 3M | +11.2% | -3.5% | +14.7% | +12.7% |
| 6M | -10.2% | -5.3% | -4.9% | -8.3% |
| YTD | -2.0% | +9.4% | -11.3% | -5.3% |
| 1Y | -19.1% | +1.3% | -20.4% | -19.3% |
| 3Y | +20.9% | +22.4% | -1.6% | +10.7% |
| 5Y | -17.8% | -12.2% | -5.6% | -17.1% |
| All | +22.9% | +148.5% | -125.5% | -14.2% |
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