-16.2%
CBRE vs IRE
-97.7%
+81.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.8% | +13.4% | -2.4% |
| 7D | -0.5% | -41.9% | +41.4% | -0.4% |
| 30D | +3.1% | -75.1% | +78.1% | +3.8% |
| 3M | -6.4% | -82.4% | +76.0% | -5.5% |
| 6M | -7.9% | -95.5% | +87.6% | -6.0% |
| YTD | -16.2% | -93.1% | +76.9% | -16.1% |
| 1Y | -11.2% | -97.8% | +86.6% | -12.7% |
| All | -16.2% | -97.7% | +81.5% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling