-14.1%
CBRE vs IRE
-97.3%
+83.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.0% |
| 7D | +1.0% | -15.5% | +16.6% | +1.0% |
| 30D | +5.6% | -70.4% | +76.0% | +6.3% |
| 3M | -6.8% | -81.6% | +74.9% | -5.9% |
| 6M | -5.6% | -94.7% | +89.1% | -3.7% |
| YTD | -14.1% | -91.8% | +77.7% | -14.1% |
| 1Y | -9.5% | -97.6% | +88.1% | -11.2% |
| All | -14.1% | -97.3% | +83.2% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling