+63.4%
IVZ vs CBRE
+381.8%
-318.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.5% |
| 7D | +1.2% | -1.7% | +2.8% | +2.3% |
| 30D | +1.8% | -3.0% | +4.7% | +3.4% |
| 3M | +15.7% | +2.6% | +13.1% | +12.1% |
| 6M | +36.3% | +2.0% | +34.3% | +32.0% |
| YTD | +24.9% | -13.1% | +38.1% | +34.5% |
| 1Y | +48.9% | -13.8% | +62.8% | +60.6% |
| 3Y | +136.8% | +63.9% | +72.9% | +54.8% |
| 5Y | +60.0% | +42.3% | +17.6% | +14.9% |
| 10Y | +63.4% | +401.2% | -337.8% | -50.1% |
| All | +63.4% | +381.8% | -318.5% | -50.1% |
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