-11.1%
IGV vs IRE
-97.5%
+86.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.1% | -10.2% | +1.5% |
| 7D | -1.3% | -15.1% | +13.9% | -1.2% |
| 30D | -8.1% | -71.4% | +63.2% | -5.5% |
| 3M | -1.6% | -81.2% | +79.5% | +1.8% |
| 6M | +12.7% | -93.7% | +106.5% | +18.6% |
| YTD | -3.3% | -92.2% | +89.0% | -2.4% |
| 1Y | -7.9% | -97.3% | +89.4% | -4.4% |
| All | -11.1% | -97.5% | +86.4% | -8.3% |
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