+383.7%
CBRE vs IAG
+423.2%
-39.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -7.2% | -4.1% | -3.2% | -7.1% |
| 30D | -6.4% | +10.6% | -17.0% | -6.9% |
| 3M | +2.9% | +35.4% | -32.4% | +1.4% |
| 6M | +2.5% | -9.5% | +12.1% | +2.5% |
| YTD | -14.2% | +21.8% | -36.0% | -15.4% |
| 1Y | -15.1% | +84.1% | -99.3% | -17.9% |
| 3Y | +61.9% | +817.4% | -755.5% | +46.2% |
| 5Y | +42.4% | +830.1% | -787.7% | +26.8% |
| All | +383.7% | +423.2% | -39.5% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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