+302.4%
ROIV vs CBRE
+104.6%
+197.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +9.5% | -4.6% | +14.1% | +11.1% |
| 30D | +21.0% | +3.0% | +18.0% | +19.7% |
| 3M | +18.7% | -8.7% | +27.5% | +21.3% |
| 6M | +44.5% | -7.9% | +52.4% | +46.4% |
| YTD | +92.9% | -16.3% | +109.2% | +100.5% |
| 1Y | +100.2% | -13.1% | +113.4% | +105.3% |
| 3Y | +375.0% | +83.1% | +291.9% | +266.3% |
| 5Y | +435.2% | +27.7% | +407.4% | +316.9% |
| All | +302.4% | +104.6% | +197.8% | +206.4% |
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