-6.8%
CBRE vs IRE
-97.6%
+90.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -23.2% | +27.4% | +4.2% |
| 7D | +14.1% | -46.8% | +60.9% | +14.5% |
| 30D | +9.0% | -75.5% | +84.6% | +10.1% |
| 3M | -6.6% | -79.4% | +72.8% | -5.6% |
| 6M | +0.8% | -91.3% | +92.0% | +1.9% |
| YTD | -12.2% | -90.8% | +78.6% | -12.5% |
| 1Y | -6.8% | -97.7% | +90.9% | -7.6% |
| All | -6.8% | -97.6% | +90.7% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling