-10.7%
IGV vs IRE
-82.8%
+72.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.2% | -12.1% | -2.1% |
| 7D | -3.3% | +58.9% | -62.2% | -4.6% |
| 30D | 0.0% | +17.2% | -17.2% | -0.8% |
| 3M | +7.3% | -58.6% | +66.0% | +8.8% |
| 6M | +16.7% | -23.5% | +40.2% | +13.2% |
| YTD | -2.8% | -47.4% | +44.6% | -6.2% |
| All | -10.7% | -82.8% | +72.1% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling