-12.0%
IGV vs IRE
-98.1%
+86.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -14.4% | +14.1% | +0.2% |
| 7D | +2.3% | -31.8% | +34.2% | +3.5% |
| 30D | -6.0% | -71.8% | +65.8% | -3.1% |
| 3M | -4.8% | -88.9% | +84.1% | +0.1% |
| 6M | +14.2% | -95.4% | +109.6% | +21.2% |
| YTD | -4.2% | -94.2% | +90.0% | -2.5% |
| 1Y | -5.3% | -97.1% | +91.8% | -2.1% |
| All | -12.0% | -98.1% | +86.1% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling