-11.2%
CBRE vs IBN
+16.2%
-27.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -3.0% |
| 7D | -0.5% | +15.8% | -16.3% | -6.9% |
| 30D | +3.1% | +25.1% | -22.0% | -6.6% |
| 3M | -6.4% | +16.0% | -22.3% | -12.7% |
| 6M | -7.9% | +32.8% | -40.7% | -18.2% |
| YTD | -16.2% | +18.0% | -34.2% | -23.3% |
| 1Y | -11.2% | +15.9% | -27.1% | -18.5% |
| All | -11.2% | +16.2% | -27.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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