+37.7%
IGV vs CBRE
+86.2%
-48.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -2.3% | -0.5% | -1.7% | -2.1% |
| 30D | -11.0% | +3.1% | -14.0% | -12.1% |
| 3M | -4.5% | -6.4% | +1.9% | -2.7% |
| 6M | +10.1% | -7.9% | +18.0% | +12.5% |
| YTD | -5.1% | -16.2% | +11.1% | -0.2% |
| 1Y | -10.2% | -11.2% | +1.0% | -7.8% |
| 3Y | +37.7% | +83.4% | -45.7% | +14.2% |
| All | +37.7% | +86.2% | -48.4% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling