-97.9%
IRE vs EXR
+10.5%
-108.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -0.6% | -33.4% | -34.7% |
| 7D | -57.1% | +6.8% | -64.0% | -52.9% |
| 30D | -84.4% | +19.6% | -104.0% | -80.5% |
| 3M | -85.0% | +8.0% | -92.9% | -82.9% |
| 6M | -95.2% | +17.2% | -112.4% | -94.5% |
| YTD | -93.9% | +27.2% | -121.2% | -92.3% |
| 1Y | -98.8% | +26.1% | -124.9% | -98.5% |
| All | -97.9% | +10.5% | -108.4% | -97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling