+761.3%
IJH vs CBRE
+2,146.2%
-1,384.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.1% | +0.4% |
| 7D | +1.0% | -1.5% | +2.5% | +1.4% |
| 30D | -3.1% | -4.0% | +0.9% | -2.2% |
| 3M | +1.9% | +8.0% | -6.1% | -0.7% |
| 6M | +11.0% | +4.0% | +7.0% | +9.1% |
| YTD | +14.7% | -11.5% | +26.3% | +17.2% |
| 1Y | +15.6% | -13.0% | +28.6% | +18.5% |
| 3Y | +52.5% | +66.9% | -14.4% | +29.7% |
| 5Y | +49.1% | +45.0% | +4.0% | +30.9% |
| 10Y | +177.7% | +385.0% | -207.4% | +76.8% |
| All | +761.3% | +2,146.2% | -1,384.9% | +219.3% |
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