+28.4%
CBRE vs IRM
+181.9%
-153.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -0.5% | -5.1% | +4.5% | +1.6% |
| 30D | +3.1% | -3.3% | +6.3% | +4.3% |
| 3M | -6.4% | -8.2% | +1.8% | -3.3% |
| 6M | -7.9% | -12.8% | +4.9% | -3.1% |
| YTD | -16.2% | +36.6% | -52.8% | -31.3% |
| 1Y | -11.2% | +11.9% | -23.1% | -19.2% |
| 3Y | +83.4% | +105.1% | -21.7% | +11.8% |
| 5Y | +28.4% | +182.4% | -153.9% | -34.9% |
| All | +28.4% | +181.9% | -153.4% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling