+2,103.7%
CBRE vs IRM
+1,385.7%
+717.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.4% | -2.4% |
| 7D | -0.5% | -5.1% | +4.5% | +2.4% |
| 30D | +3.1% | -3.3% | +6.3% | +4.7% |
| 3M | -6.4% | -8.2% | +1.8% | -2.2% |
| 6M | -7.9% | -12.8% | +4.9% | -1.4% |
| YTD | -16.2% | +36.6% | -52.8% | -35.2% |
| 1Y | -11.2% | +11.9% | -23.1% | -22.0% |
| 3Y | +83.4% | +105.1% | -21.7% | +1.5% |
| 5Y | +28.4% | +182.4% | -153.9% | -45.0% |
| 10Y | +386.8% | +505.1% | -118.4% | +6.5% |
| All | +2,103.7% | +1,385.7% | +717.9% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling