+45.0%
CBRE vs IBN
+56.7%
-11.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.2% | -2.6% |
| 7D | -1.5% | -2.2% | +0.7% | -0.5% |
| 30D | -4.0% | -2.3% | -1.7% | -3.0% |
| 3M | +8.0% | +15.9% | -7.9% | +0.7% |
| 6M | +4.0% | +5.6% | -1.6% | +1.0% |
| YTD | -11.5% | -0.1% | -11.4% | -12.0% |
| 1Y | -13.0% | -6.5% | -6.5% | -11.0% |
| 3Y | +66.9% | +29.3% | +37.6% | +39.4% |
| 5Y | +45.0% | +56.6% | -11.5% | +5.5% |
| All | +45.0% | +56.7% | -11.7% | +5.5% |
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