+83.4%
CBRE vs IRM
+105.2%
-21.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -0.5% | -5.1% | +4.5% | +1.2% |
| 30D | +3.1% | -3.3% | +6.3% | +4.1% |
| 3M | -6.4% | -8.2% | +1.8% | -3.9% |
| 6M | -7.9% | -12.8% | +4.9% | -4.0% |
| YTD | -16.2% | +36.6% | -52.8% | -29.6% |
| 1Y | -11.2% | +11.9% | -23.1% | -17.9% |
| 3Y | +83.4% | +105.1% | -21.7% | +1.2% |
| All | +83.4% | +105.2% | -21.8% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling