+1,445.7%
IRM vs EXR
+2,662.2%
-1,216.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.1% |
| 7D | -0.5% | -2.6% | +2.1% | +0.6% |
| 30D | -8.1% | -7.2% | -0.9% | -5.3% |
| 3M | -9.7% | -3.5% | -6.2% | -8.6% |
| 6M | +10.0% | -5.3% | +15.3% | +12.1% |
| YTD | +43.0% | +9.4% | +33.6% | +37.6% |
| 1Y | +32.7% | +1.3% | +31.4% | +31.3% |
| 3Y | +102.7% | +22.4% | +80.3% | +83.9% |
| 5Y | +187.6% | -12.2% | +199.8% | +193.1% |
| 10Y | +420.1% | +148.6% | +271.5% | +255.9% |
| All | +1,445.7% | +2,662.2% | -1,216.5% | +351.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling