+49.3%
IJH vs CBRE
+61.2%
-11.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -2.5% | -7.2% | +4.7% | 0.0% |
| 30D | -5.0% | -6.4% | +1.4% | -3.1% |
| 3M | +0.5% | +2.9% | -2.4% | -1.2% |
| 6M | +8.2% | +2.5% | +5.7% | +6.1% |
| YTD | +12.5% | -14.2% | +26.6% | +17.0% |
| 1Y | +14.4% | -15.1% | +29.5% | +19.3% |
| All | +49.3% | +61.2% | -11.9% | +12.4% |
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 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