+280.1%
ROIV vs CBRE
+102.4%
+177.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +1.7% | -1.8% | +3.4% | +2.3% |
| 30D | +17.6% | +3.3% | +14.3% | +16.2% |
| 3M | +9.0% | -12.4% | +21.3% | +12.9% |
| 6M | +35.3% | -5.4% | +40.6% | +35.7% |
| YTD | +82.2% | -17.2% | +99.4% | +90.1% |
| 1Y | +92.3% | -13.1% | +105.4% | +97.0% |
| 3Y | +336.8% | +81.6% | +255.2% | +237.8% |
| 5Y | +370.6% | +26.4% | +344.2% | +267.9% |
| All | +280.1% | +102.4% | +177.7% | +190.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling