-12.7%
IGV vs IRE
-97.7%
+85.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.8% | +14.7% | -0.6% |
| 7D | -2.3% | -41.9% | +39.6% | -1.1% |
| 30D | -11.0% | -75.1% | +64.1% | -8.0% |
| 3M | -4.5% | -82.4% | +77.9% | -0.9% |
| 6M | +10.1% | -95.5% | +105.6% | +17.0% |
| YTD | -5.1% | -93.1% | +88.0% | -3.8% |
| 1Y | -10.2% | -97.8% | +87.6% | -6.0% |
| All | -12.7% | -97.7% | +85.0% | -9.6% |
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