-12.4%
IP vs EXR
-0.3%
-12.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -5.1% | +5.2% | -10.3% | -7.1% |
| 30D | +8.5% | +20.9% | -12.4% | +0.3% |
| 3M | -13.8% | +7.7% | -21.5% | -16.5% |
| 6M | +5.7% | +13.2% | -7.4% | +0.4% |
| YTD | -9.1% | +26.5% | -35.6% | -17.3% |
| 1Y | -0.8% | +27.2% | -28.0% | -9.9% |
| 3Y | +14.8% | +71.5% | -56.7% | -5.6% |
| All | -12.4% | -0.3% | -12.0% | -16.3% |
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