+19.6%
IVZ vs IRE
-98.6%
+118.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -33.9% | +25.9% | -6.2% |
| 7D | -6.7% | -57.1% | +50.5% | -3.2% |
| 30D | -10.9% | -84.4% | +73.6% | -3.4% |
| 3M | -14.8% | -85.0% | +70.1% | -8.4% |
| 6M | +2.4% | -95.2% | +97.6% | +12.1% |
| YTD | +5.4% | -93.9% | +99.4% | +8.9% |
| 1Y | +19.6% | -98.8% | +118.4% | +33.2% |
| All | +19.6% | -98.6% | +118.1% | +33.2% |
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