+37.0%
IVZ vs CBRE
+26.1%
+10.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +1.9% | +2.0% |
| 7D | +7.6% | -1.8% | +9.4% | +9.0% |
| 30D | +4.3% | +3.3% | +1.0% | +1.7% |
| 3M | -9.3% | -12.4% | +3.0% | -1.3% |
| 6M | +5.2% | -5.4% | +10.6% | +7.2% |
| YTD | +13.4% | -17.2% | +30.7% | +26.1% |
| 1Y | +25.4% | -13.1% | +38.5% | +34.0% |
| 3Y | +152.5% | +81.6% | +70.9% | +42.1% |
| All | +37.0% | +26.1% | +10.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling