+114.0%
IP vs CBRE
+2,234.5%
-2,120.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | -5.3% | -2.0% | -3.3% | -4.6% |
| 30D | -10.9% | -2.2% | -8.7% | -10.2% |
| 3M | +11.2% | +12.9% | -1.7% | +6.5% |
| 6M | -10.2% | +4.3% | -14.5% | -11.7% |
| YTD | -2.0% | -8.0% | +6.1% | -0.3% |
| 1Y | -19.1% | -8.6% | -10.5% | -17.5% |
| 3Y | +20.9% | +71.9% | -51.0% | -2.3% |
| 5Y | -17.8% | +50.0% | -67.8% | -31.4% |
| 10Y | +23.5% | +390.1% | -366.5% | -32.5% |
| All | +114.0% | +2,234.5% | -2,120.5% | -35.7% |
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 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