+17.6%
IP vs CBRE
+379.0%
-361.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -0.3% | -1.8% | +1.5% | +0.5% |
| 30D | +7.9% | +3.3% | +4.6% | +6.2% |
| 3M | -15.3% | -12.4% | -3.0% | -10.4% |
| 6M | +10.5% | -5.4% | +15.9% | +12.6% |
| YTD | -9.4% | -17.2% | +7.8% | -3.3% |
| 1Y | -4.6% | -13.1% | +8.5% | -0.4% |
| 3Y | +21.2% | +81.6% | -60.3% | -12.5% |
| 5Y | -13.3% | +26.4% | -39.8% | -27.8% |
| All | +17.6% | +379.0% | -361.4% | -46.3% |
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 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