+28.4%
CBRE vs IBN
+73.9%
-45.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.7% | -3.1% |
| 7D | -0.5% | +15.8% | -16.3% | -7.6% |
| 30D | +3.1% | +25.1% | -22.0% | -7.8% |
| 3M | -6.4% | +16.0% | -22.3% | -13.2% |
| 6M | -7.9% | +32.8% | -40.7% | -20.1% |
| YTD | -16.2% | +18.0% | -34.2% | -23.3% |
| 1Y | -11.2% | +15.9% | -27.1% | -18.1% |
| 3Y | +83.4% | +57.6% | +25.8% | +35.6% |
| 5Y | +28.4% | +74.7% | -46.2% | -13.5% |
| All | +28.4% | +73.9% | -45.5% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling