-16.3%
CBRE vs IRE
-97.5%
+81.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.1% | -12.3% | -0.2% |
| 7D | -4.6% | -15.1% | +10.5% | -4.6% |
| 30D | +3.0% | -71.4% | +74.3% | +3.6% |
| 3M | -8.7% | -81.2% | +72.4% | -8.0% |
| 6M | -7.9% | -93.7% | +85.9% | -6.5% |
| YTD | -16.3% | -92.2% | +75.9% | -16.3% |
| 1Y | -13.1% | -97.3% | +84.1% | -14.5% |
| All | -16.3% | -97.5% | +81.1% | -17.4% |
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