+96.8%
IP vs CBRE
+2,052.9%
-1,956.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.8% |
| 7D | -5.0% | +6.0% | -11.0% | -6.9% |
| 30D | +6.5% | +4.4% | +2.2% | +4.9% |
| 3M | -18.0% | -9.8% | -8.2% | -15.3% |
| 6M | +10.3% | -4.4% | +14.7% | +11.6% |
| YTD | -9.9% | -15.2% | +5.3% | -5.9% |
| 1Y | -1.1% | -9.1% | +8.1% | +1.0% |
| 3Y | +13.0% | +79.4% | -66.4% | -9.9% |
| 5Y | -12.3% | +27.8% | -40.1% | -22.8% |
| 10Y | +26.8% | +416.1% | -389.2% | -31.7% |
| All | +96.8% | +2,052.9% | -1,956.1% | -39.3% |
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 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