+235.9%
ROIV vs CBRE
+124.8%
+111.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +0.6% | -2.0% | +2.6% | +1.2% |
| 30D | +1.0% | -2.2% | +3.1% | +1.4% |
| 3M | +18.3% | +12.9% | +5.4% | +12.6% |
| 6M | +18.3% | +4.3% | +14.0% | +15.6% |
| YTD | +61.0% | -8.0% | +69.0% | +63.3% |
| 1Y | +177.9% | -8.6% | +186.4% | +181.9% |
| 3Y | +199.1% | +71.9% | +127.2% | +136.8% |
| 5Y | +250.7% | +50.0% | +200.7% | +165.6% |
| All | +235.9% | +124.8% | +111.1% | +149.4% |
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 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