+104.4%
IRM vs EXR
+23.6%
+80.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +1.6% | -0.7% | +2.3% | +2.0% |
| 30D | -4.2% | -6.9% | +2.8% | -0.9% |
| 3M | -5.4% | -3.0% | -2.4% | -4.4% |
| 6M | +12.0% | -2.9% | +15.0% | +13.0% |
| YTD | +42.0% | +9.3% | +32.8% | +35.4% |
| 1Y | +29.9% | -0.9% | +30.8% | +29.3% |
| 3Y | +104.4% | +24.7% | +79.7% | +95.5% |
| All | +104.4% | +23.6% | +80.7% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling