-1.1%
IP vs EXR
+27.1%
-28.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.5% |
| 7D | -5.0% | +6.8% | -11.8% | -9.7% |
| 30D | +6.5% | +19.6% | -13.1% | -7.3% |
| 3M | -18.0% | +8.0% | -26.0% | -22.9% |
| 6M | +10.3% | +17.2% | -6.8% | -3.0% |
| YTD | -9.9% | +27.2% | -37.1% | -26.7% |
| 1Y | -1.1% | +26.1% | -27.1% | -19.0% |
| All | -1.1% | +27.1% | -28.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling