-12.3%
IP vs CBRE
+27.7%
-40.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.6% |
| 7D | -5.0% | +6.0% | -11.0% | -7.3% |
| 30D | +6.5% | +4.4% | +2.2% | +4.6% |
| 3M | -18.0% | -9.8% | -8.2% | -14.8% |
| 6M | +10.3% | -4.4% | +14.7% | +11.8% |
| YTD | -9.9% | -15.2% | +5.3% | -5.5% |
| 1Y | -1.1% | -9.1% | +8.1% | +0.9% |
| 3Y | +13.0% | +79.4% | -66.4% | -15.1% |
| 5Y | -12.3% | +27.8% | -40.1% | -28.4% |
| All | -12.3% | +27.7% | -40.0% | -28.4% |
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