-11.8%
IGV vs IRE
-97.3%
+85.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.7% |
| 7D | -0.4% | -15.5% | +15.1% | -0.5% |
| 30D | -9.9% | -70.4% | +60.4% | -7.4% |
| 3M | -1.2% | -81.6% | +80.4% | +2.3% |
| 6M | +11.3% | -94.7% | +106.0% | +17.7% |
| YTD | -4.0% | -91.8% | +87.8% | -3.2% |
| 1Y | -7.3% | -97.6% | +90.3% | -3.2% |
| All | -11.8% | -97.3% | +85.5% | -9.1% |
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