+48.7%
IVZ vs IRE
-84.4%
+133.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | +0.4% |
| 7D | +0.6% | +54.8% | -54.1% | -1.5% |
| 30D | +4.0% | +18.4% | -14.4% | +2.5% |
| 3M | +18.2% | -66.7% | +84.9% | +20.2% |
| 6M | +32.8% | -52.3% | +85.1% | +30.0% |
| YTD | +28.7% | -52.3% | +81.1% | +22.9% |
| All | +48.7% | -84.4% | +133.2% | +44.3% |
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 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