+30.1%
IVZ vs IRE
-98.1%
+128.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.4% | +16.0% | +2.3% |
| 7D | +6.8% | -31.8% | +38.6% | +8.6% |
| 30D | +3.5% | -71.8% | +75.3% | +8.4% |
| 3M | -10.0% | -88.9% | +78.9% | -2.5% |
| 6M | +4.5% | -95.4% | +99.8% | +13.8% |
| YTD | +12.6% | -94.2% | +106.8% | +16.6% |
| 1Y | +24.4% | -97.1% | +121.5% | +30.5% |
| All | +30.1% | -98.1% | +128.2% | +36.9% |
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 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