+30.0%
IVZ vs IRE
-97.3%
+127.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.2% | +6.9% |
| 7D | +4.1% | -15.5% | +19.6% | +4.1% |
| 30D | -2.0% | -70.4% | +68.4% | +2.3% |
| 3M | -7.8% | -81.6% | +73.8% | -2.4% |
| 6M | +6.3% | -94.7% | +101.0% | +15.0% |
| YTD | +12.6% | -91.8% | +104.3% | +14.8% |
| 1Y | +27.6% | -97.6% | +125.2% | +33.1% |
| All | +30.0% | -97.3% | +127.3% | +34.7% |
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