+21.8%
IVZ vs IRE
-97.2%
+119.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +39.6% | -39.6% | -2.0% |
| 7D | -2.4% | -27.2% | +24.7% | -1.8% |
| 30D | -11.2% | -75.1% | +63.9% | -6.5% |
| 3M | -14.0% | -77.9% | +63.9% | -9.8% |
| 6M | +0.5% | -94.6% | +95.0% | +8.5% |
| YTD | +5.4% | -91.5% | +97.0% | +7.4% |
| 1Y | +19.5% | -97.8% | +117.3% | +24.7% |
| All | +21.8% | -97.2% | +119.0% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling