-97.3%
IRE vs EXR
+9.9%
-107.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.2% | +12.0% | +12.3% |
| 7D | -15.1% | -1.1% | -14.0% | -16.6% |
| 30D | -71.4% | +18.8% | -90.1% | -64.4% |
| 3M | -81.2% | +9.9% | -91.1% | -78.2% |
| 6M | -93.7% | +12.6% | -106.4% | -92.8% |
| YTD | -92.2% | +26.5% | -118.7% | -90.1% |
| 1Y | -97.3% | +24.5% | -121.8% | -96.4% |
| All | -97.3% | +9.9% | -107.2% | -96.4% |
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