+401.2%
CBRE vs IRM
+418.7%
-17.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -1.7% | +3.0% | -4.7% | -3.1% |
| 30D | -3.0% | -5.2% | +2.3% | -0.6% |
| 3M | +2.6% | -8.0% | +10.7% | +6.1% |
| 6M | +2.0% | +9.2% | -7.2% | -4.1% |
| YTD | -13.1% | +41.0% | -54.1% | -29.4% |
| 1Y | -13.8% | +23.3% | -37.1% | -25.4% |
| 3Y | +63.9% | +102.8% | -39.0% | +5.5% |
| 5Y | +42.3% | +192.8% | -150.5% | -26.0% |
| 10Y | +401.2% | +439.6% | -38.5% | +78.7% |
| All | +401.2% | +418.7% | -17.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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