+48.1%
IJH vs CBRE
+43.6%
+4.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | 0.0% |
| 7D | -1.9% | -5.0% | +3.1% | +0.3% |
| 30D | -4.6% | -4.7% | 0.0% | -3.0% |
| 3M | -1.2% | +6.5% | -7.7% | -4.8% |
| 6M | +9.4% | +6.1% | +3.4% | +5.1% |
| YTD | +13.3% | -12.6% | +25.9% | +17.8% |
| 1Y | +13.4% | -15.3% | +28.7% | +19.4% |
| 3Y | +50.4% | +64.6% | -14.2% | +9.3% |
| All | +48.1% | +43.6% | +4.5% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling