+168.1%
IJR vs CBRE
+407.4%
-239.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -2.2% | -5.0% | +2.8% | +0.2% |
| 30D | -4.6% | -4.7% | +0.1% | -2.7% |
| 3M | +0.2% | +6.5% | -6.3% | -3.7% |
| 6M | +14.7% | +6.1% | +8.7% | +9.9% |
| YTD | +18.9% | -12.6% | +31.5% | +23.9% |
| 1Y | +19.9% | -15.3% | +35.2% | +26.8% |
| 3Y | +53.0% | +64.6% | -11.6% | +12.2% |
| 5Y | +40.9% | +45.0% | -4.1% | +7.7% |
| All | +168.1% | +407.4% | -239.4% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling