+65.1%
IVZ vs CBRE
+50.7%
+14.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.5% |
| 7D | +0.6% | -2.0% | +2.6% | +2.0% |
| 30D | +4.0% | -2.2% | +6.2% | +5.1% |
| 3M | +18.2% | +12.9% | +5.3% | +6.7% |
| 6M | +32.8% | +4.3% | +28.5% | +26.7% |
| YTD | +28.7% | -8.0% | +36.8% | +33.4% |
| 1Y | +55.4% | -8.6% | +63.9% | +60.9% |
| 3Y | +135.2% | +71.9% | +63.3% | +42.2% |
| All | +65.1% | +50.7% | +14.4% | +5.0% |
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