+364.8%
IGV vs CBRE
+376.9%
-12.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.2% |
| 7D | +2.5% | -2.8% | +5.3% | +3.6% |
| 30D | -8.6% | +2.2% | -10.8% | -9.8% |
| 3M | -1.6% | -10.1% | +8.5% | +1.9% |
| 6M | +13.4% | -8.0% | +21.4% | +15.7% |
| YTD | -4.0% | -17.6% | +13.6% | +1.6% |
| 1Y | -7.6% | -14.7% | +7.1% | -3.7% |
| 3Y | +39.3% | +80.4% | -41.1% | +5.4% |
| 5Y | +14.5% | +25.9% | -11.4% | -2.2% |
| All | +364.8% | +376.9% | -12.2% | +153.3% |
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 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