+423.6%
IRM vs EXR
+149.6%
+274.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -1.8% | -3.2% | +1.4% | -0.1% |
| 30D | -7.8% | -6.9% | -0.9% | -4.2% |
| 3M | -7.9% | -7.8% | -0.1% | -4.2% |
| 6M | +6.3% | -4.9% | +11.2% | +8.7% |
| YTD | +38.2% | +7.2% | +31.0% | +32.3% |
| 1Y | +19.8% | -1.5% | +21.3% | +19.7% |
| 3Y | +98.8% | +22.3% | +76.5% | +72.7% |
| 5Y | +191.8% | -10.9% | +202.7% | +194.3% |
| All | +423.6% | +149.6% | +274.0% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling