-97.2%
IRE vs EXR
+10.5%
-107.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -1.7% |
| 7D | -15.5% | +2.7% | -18.2% | -11.8% |
| 30D | -70.4% | +18.9% | -89.3% | -63.0% |
| 3M | -81.6% | +8.4% | -90.0% | -78.9% |
| 6M | -94.7% | +14.3% | -109.0% | -93.8% |
| YTD | -91.8% | +27.2% | -119.0% | -89.4% |
| 1Y | -97.6% | +25.9% | -123.5% | -96.8% |
| All | -97.2% | +10.5% | -107.7% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling