+1,289.7%
IGV vs CBRE
+2,028.3%
-738.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.5% |
| 7D | -2.3% | -0.5% | -1.7% | -2.1% |
| 30D | -11.0% | +3.1% | -14.0% | -11.8% |
| 3M | -4.5% | -6.4% | +1.9% | -3.3% |
| 6M | +10.1% | -7.9% | +18.0% | +11.5% |
| YTD | -5.1% | -16.2% | +11.1% | -1.9% |
| 1Y | -10.2% | -11.2% | +1.0% | -8.6% |
| 3Y | +37.7% | +83.4% | -45.7% | +16.8% |
| 5Y | +15.7% | +28.4% | -12.8% | +6.3% |
| 10Y | +357.1% | +386.8% | -29.7% | +202.5% |
| All | +1,289.7% | +2,028.3% | -738.5% | +409.1% |
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