+49.0%
IVZ vs CBRE
+397.3%
-348.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.4% |
| 7D | -2.4% | +5.2% | -7.6% | -6.0% |
| 30D | -11.2% | +6.2% | -17.4% | -15.3% |
| 3M | -14.0% | -8.1% | -5.9% | -9.7% |
| 6M | +0.5% | -6.6% | +7.1% | +3.2% |
| YTD | +5.4% | -15.7% | +21.2% | +15.4% |
| 1Y | +19.5% | -9.7% | +29.1% | +24.0% |
| 3Y | +128.7% | +80.4% | +48.3% | +38.5% |
| 5Y | +28.8% | +27.0% | +1.7% | -0.1% |
| All | +49.0% | +397.3% | -348.3% | -52.2% |
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 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