+50.5%
IVZ vs CBRE
+421.6%
-371.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.4% |
| 7D | +4.1% | +1.0% | +3.1% | +3.6% |
| 30D | -2.0% | +5.6% | -7.7% | -6.0% |
| 3M | -7.8% | -6.8% | -1.1% | -4.1% |
| 6M | +6.3% | -5.6% | +11.9% | +8.5% |
| YTD | +12.6% | -14.1% | +26.6% | +21.5% |
| 1Y | +27.6% | -9.5% | +37.1% | +32.5% |
| 3Y | +154.0% | +91.8% | +62.3% | +47.2% |
| 5Y | +37.3% | +30.3% | +7.0% | +4.7% |
| 10Y | +50.5% | +406.9% | -356.3% | -52.1% |
| All | +50.5% | +421.6% | -371.0% | -52.1% |
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