+118.2%
IP vs EXR
+2,662.2%
-2,544.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.8% |
| 7D | -5.3% | -2.6% | -2.7% | -4.0% |
| 30D | -10.9% | -7.2% | -3.7% | -7.4% |
| 3M | +11.2% | -3.5% | +14.7% | +13.1% |
| 6M | -10.2% | -5.3% | -4.9% | -7.7% |
| YTD | -2.0% | +9.4% | -11.3% | -6.4% |
| 1Y | -19.1% | +1.3% | -20.4% | -19.5% |
| 3Y | +20.9% | +22.4% | -1.6% | +6.1% |
| 5Y | -17.8% | -12.2% | -5.6% | -18.1% |
| 10Y | +23.5% | +148.6% | -125.1% | -33.9% |
| All | +118.2% | +2,662.2% | -2,544.0% | -71.3% |
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 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