-97.1%
IRE vs EXR
+9.9%
-107.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.6% | +40.2% | +38.8% |
| 7D | -27.2% | +5.2% | -32.4% | -21.3% |
| 30D | -75.1% | +20.9% | -96.0% | -68.5% |
| 3M | -77.9% | +7.7% | -85.6% | -74.8% |
| 6M | -94.6% | +13.2% | -107.8% | -93.7% |
| YTD | -91.5% | +26.5% | -118.0% | -89.2% |
| 1Y | -97.8% | +27.2% | -125.0% | -97.2% |
| All | -97.1% | +9.9% | -107.0% | -96.1% |
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