+26.5%
IP vs EXR
+221.5%
-195.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -5.1% | +5.2% | -10.3% | -7.0% |
| 30D | +8.5% | +20.9% | -12.4% | +0.5% |
| 3M | -13.8% | +7.7% | -21.5% | -16.4% |
| 6M | +5.7% | +13.2% | -7.4% | +0.5% |
| YTD | -9.1% | +26.5% | -35.6% | -17.2% |
| 1Y | -0.8% | +27.2% | -28.0% | -9.8% |
| 3Y | +14.8% | +71.5% | -56.7% | -7.6% |
| 5Y | -11.5% | +0.4% | -11.9% | -15.4% |
| All | +26.5% | +221.5% | -195.0% | -16.0% |
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