-97.4%
IRE vs EXR
+27.0%
-124.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -1.6% |
| 7D | -15.5% | +2.7% | -18.2% | -11.1% |
| 30D | -70.4% | +18.9% | -89.3% | -61.4% |
| 3M | -81.6% | +8.4% | -90.0% | -78.5% |
| 6M | -94.7% | +14.3% | -109.0% | -93.6% |
| YTD | -91.8% | +27.2% | -119.0% | -87.4% |
| All | -97.4% | +27.0% | -124.4% | -95.8% |
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 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