+727.8%
IJR vs CBRE
+2,234.5%
-1,506.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -0.2% | -2.0% | +1.8% | +0.4% |
| 30D | -2.4% | -2.2% | -0.2% | -2.0% |
| 3M | +3.9% | +12.9% | -9.0% | -0.1% |
| 6M | +12.4% | +4.3% | +8.1% | +10.3% |
| YTD | +21.5% | -8.0% | +29.5% | +23.0% |
| 1Y | +24.0% | -8.6% | +32.5% | +25.7% |
| 3Y | +49.7% | +71.9% | -22.2% | +25.3% |
| 5Y | +39.7% | +50.0% | -10.3% | +20.7% |
| 10Y | +169.0% | +390.1% | -221.0% | +66.0% |
| All | +727.8% | +2,234.5% | -1,506.7% | +170.2% |
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