+50.9%
CBRE vs IRM
+189.3%
-138.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.4% |
| 7D | -2.0% | -0.5% | -1.5% | -1.7% |
| 30D | -2.2% | -8.1% | +5.9% | +1.4% |
| 3M | +12.9% | -9.7% | +22.6% | +17.5% |
| 6M | +4.3% | +10.0% | -5.7% | -2.2% |
| YTD | -8.0% | +43.0% | -51.0% | -25.8% |
| 1Y | -8.6% | +32.7% | -41.2% | -24.0% |
| 3Y | +71.9% | +102.7% | -30.8% | +7.1% |
| All | +50.9% | +189.3% | -138.4% | -23.3% |
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