+32.4%
IVZ vs IRE
-97.0%
+129.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -23.2% | +27.4% | +5.3% |
| 7D | +2.6% | -46.8% | +49.5% | +5.3% |
| 30D | -3.5% | -75.5% | +72.0% | +2.1% |
| 3M | -7.4% | -79.4% | +72.0% | -2.1% |
| 6M | +14.7% | -91.3% | +106.0% | +21.7% |
| YTD | +14.6% | -90.8% | +105.4% | +16.9% |
| 1Y | +30.7% | -97.7% | +128.4% | +36.5% |
| All | +32.4% | -97.0% | +129.4% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling