+48.3%
IEMG vs CBRE
+43.6%
+4.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | -1.3% | -5.0% | +3.7% | 0.0% |
| 30D | +1.9% | -4.7% | +6.6% | +3.0% |
| 3M | +1.4% | +6.5% | -5.1% | -1.0% |
| 6M | +15.2% | +6.1% | +9.1% | +12.4% |
| YTD | +23.8% | -12.6% | +36.4% | +26.8% |
| 1Y | +30.7% | -15.3% | +46.0% | +34.8% |
| 3Y | +83.3% | +64.6% | +18.7% | +47.3% |
| All | +48.3% | +43.6% | +4.7% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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