+364.1%
IYR vs CBRE
+2,234.5%
-1,870.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.2% | -2.0% | +0.7% | -0.6% |
| 30D | -2.9% | -2.2% | -0.7% | -2.3% |
| 3M | +0.8% | +12.9% | -12.1% | -4.0% |
| 6M | +1.9% | +4.3% | -2.5% | -0.5% |
| YTD | +9.6% | -8.0% | +17.7% | +11.2% |
| 1Y | +8.1% | -8.6% | +16.6% | +9.7% |
| 3Y | +29.2% | +71.9% | -42.7% | +2.0% |
| 5Y | +4.3% | +50.0% | -45.7% | -14.6% |
| 10Y | +64.7% | +390.1% | -325.4% | -17.3% |
| All | +364.1% | +2,234.5% | -1,870.4% | +16.5% |
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