+81.6%
CBRE vs IAG
+663.0%
-581.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | -1.8% | -7.7% | +5.9% | -1.0% |
| 30D | +3.3% | +1.6% | +1.7% | +3.0% |
| 3M | -12.4% | -2.4% | -9.9% | -12.4% |
| 6M | -5.4% | -7.8% | +2.5% | -5.2% |
| YTD | -17.2% | +5.0% | -22.2% | -18.7% |
| 1Y | -13.1% | +25.7% | -38.8% | -16.2% |
| 3Y | +81.6% | +694.5% | -612.9% | +30.4% |
| All | +81.6% | +663.0% | -581.4% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling