-15.8%
CBRE vs IRE
-97.2%
+81.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +39.6% | -40.2% | -0.8% |
| 7D | +5.2% | -27.2% | +32.3% | +5.2% |
| 30D | +6.2% | -75.1% | +81.4% | +7.0% |
| 3M | -8.1% | -77.9% | +69.8% | -7.4% |
| 6M | -6.6% | -94.6% | +87.9% | -4.9% |
| YTD | -15.7% | -91.5% | +75.8% | -15.7% |
| 1Y | -9.7% | -97.8% | +88.2% | -11.6% |
| All | -15.8% | -97.2% | +81.5% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling