+18.7%
IRM vs EXR
+28.1%
-9.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.3% |
| 7D | +2.6% | +11.3% | -8.7% | -2.4% |
| 30D | +5.6% | +21.2% | -15.5% | -3.6% |
| 3M | -4.7% | +8.7% | -13.4% | -8.2% |
| 6M | -6.1% | +18.2% | -24.3% | -14.9% |
| YTD | +46.3% | +27.9% | +18.4% | +26.4% |
| 1Y | +18.7% | +28.3% | -9.6% | +2.2% |
| All | +18.7% | +28.1% | -9.3% | +2.2% |
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 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