+1,348.4%
IGV vs CBRE
+2,234.5%
-886.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -4.5% | -2.0% | -2.5% | -4.0% |
| 30D | +3.2% | -2.2% | +5.4% | +3.6% |
| 3M | +4.5% | +12.9% | -8.4% | +1.2% |
| 6M | +22.1% | +4.3% | +17.8% | +20.3% |
| YTD | -1.0% | -8.0% | +7.0% | +0.2% |
| 1Y | -2.1% | -8.6% | +6.5% | -0.8% |
| 3Y | +44.6% | +71.9% | -27.3% | +24.7% |
| 5Y | +22.2% | +50.0% | -27.9% | +8.5% |
| 10Y | +364.7% | +390.1% | -25.3% | +206.8% |
| All | +1,348.4% | +2,234.5% | -886.0% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling