+481.1%
IRM vs EXR
+215.3%
+265.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.7% |
| 7D | -3.8% | +2.7% | -6.4% | -5.1% |
| 30D | -3.2% | +18.9% | -22.1% | -11.8% |
| 3M | -7.8% | +8.4% | -16.2% | -11.9% |
| 6M | -12.7% | +14.3% | -27.0% | -19.2% |
| YTD | +36.7% | +27.2% | +9.4% | +19.3% |
| 1Y | +10.0% | +25.9% | -15.9% | -3.4% |
| 3Y | +107.2% | +54.6% | +52.6% | +59.2% |
| 5Y | +181.6% | -0.6% | +182.2% | +169.1% |
| 10Y | +481.1% | +208.5% | +272.6% | +191.0% |
| All | +481.1% | +215.3% | +265.9% | +191.0% |
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