-97.6%
IRE vs EXR
+9.7%
-107.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.8% | -15.1% | -16.8% |
| 7D | -41.9% | +1.7% | -43.6% | -40.1% |
| 30D | -75.1% | +18.0% | -93.1% | -69.2% |
| 3M | -82.4% | +9.7% | -92.0% | -79.6% |
| 6M | -95.5% | +13.4% | -109.0% | -94.8% |
| YTD | -93.1% | +26.3% | -119.3% | -91.2% |
| 1Y | -97.8% | +27.6% | -125.3% | -97.1% |
| All | -97.6% | +9.7% | -107.3% | -96.8% |
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