+362.3%
IGV vs CBRE
+387.8%
-25.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +2.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.6% |
| 30D | -8.1% | +3.0% | -11.1% | -9.6% |
| 3M | -1.6% | -8.7% | +7.1% | +1.2% |
| 6M | +12.7% | -7.9% | +20.6% | +14.9% |
| YTD | -3.3% | -16.3% | +13.0% | +1.7% |
| 1Y | -7.9% | -13.1% | +5.2% | -4.7% |
| 3Y | +40.3% | +83.1% | -42.8% | +5.7% |
| 5Y | +17.3% | +27.7% | -10.4% | -0.3% |
| 10Y | +362.3% | +386.9% | -24.6% | +154.2% |
| All | +362.3% | +387.8% | -25.5% | +154.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling