+411.4%
IVZ vs CBRE
+2,234.5%
-1,823.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | +0.6% | -2.0% | +2.6% | +1.6% |
| 30D | +4.0% | -2.2% | +6.2% | +4.8% |
| 3M | +18.2% | +12.9% | +5.3% | +10.7% |
| 6M | +32.8% | +4.3% | +28.5% | +29.1% |
| YTD | +28.7% | -8.0% | +36.8% | +32.2% |
| 1Y | +55.4% | -8.6% | +63.9% | +59.7% |
| 3Y | +135.2% | +71.9% | +63.3% | +78.8% |
| 5Y | +64.2% | +50.0% | +14.2% | +34.1% |
| 10Y | +64.6% | +390.1% | -325.4% | -20.6% |
| All | +411.4% | +2,234.5% | -1,823.1% | +3.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling