+40.1%
IJR vs CBRE
+39.8%
+0.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -2.3% | -7.2% | +4.9% | +1.1% |
| 30D | -4.7% | -6.4% | +1.7% | -2.1% |
| 3M | +2.1% | +2.9% | -0.8% | -0.2% |
| 6M | +13.9% | +2.5% | +11.3% | +11.0% |
| YTD | +18.2% | -14.2% | +32.4% | +24.3% |
| 1Y | +21.8% | -15.1% | +37.0% | +28.5% |
| 3Y | +52.2% | +61.9% | -9.7% | +10.5% |
| 5Y | +40.1% | +42.4% | -2.3% | +3.7% |
| All | +40.1% | +39.8% | +0.4% | +3.7% |
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