+140.3%
IVZ vs CBRE
+72.5%
+67.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +0.6% | -2.0% | +2.6% | +1.8% |
| 30D | +4.0% | -2.2% | +6.2% | +5.0% |
| 3M | +18.2% | +12.9% | +5.3% | +8.2% |
| 6M | +32.8% | +4.3% | +28.5% | +27.7% |
| YTD | +28.7% | -8.0% | +36.8% | +33.3% |
| 1Y | +55.4% | -8.6% | +63.9% | +60.8% |
| All | +140.3% | +72.5% | +67.8% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling