+173.3%
IRM vs EXR
-0.3%
+173.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.5% | +1.3% |
| 7D | -8.6% | +5.2% | -13.8% | -10.9% |
| 30D | -8.0% | +20.9% | -28.8% | -16.3% |
| 3M | -12.0% | +7.7% | -19.7% | -15.3% |
| 6M | -18.2% | +13.2% | -31.3% | -23.5% |
| YTD | +31.4% | +26.5% | +4.9% | +16.0% |
| 1Y | +9.2% | +27.2% | -18.0% | -3.9% |
| 3Y | +94.6% | +71.5% | +23.0% | +44.5% |
| All | +173.3% | -0.3% | +173.7% | +162.1% |
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