-11.8%
IGV vs IRE
-97.8%
+86.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.5% | +12.8% | -0.3% |
| 7D | +2.5% | +11.1% | -8.6% | +1.8% |
| 30D | -8.6% | -75.2% | +66.6% | -5.6% |
| 3M | -1.6% | -86.4% | +84.8% | +2.9% |
| 6M | +13.4% | -94.8% | +108.3% | +20.0% |
| YTD | -4.0% | -93.3% | +89.3% | -2.7% |
| 1Y | -7.6% | -97.5% | +89.9% | -3.9% |
| All | -11.8% | -97.8% | +86.0% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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