+45.0%
CBRE vs IAG
+766.8%
-721.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.6% |
| 7D | -1.5% | +4.3% | -5.8% | -1.9% |
| 30D | -4.0% | +9.8% | -13.8% | -4.9% |
| 3M | +8.0% | +28.9% | -20.9% | +5.1% |
| 6M | +4.0% | -7.6% | +11.6% | +3.9% |
| YTD | -11.5% | +22.0% | -33.5% | -14.3% |
| 1Y | -13.0% | +99.5% | -112.5% | -20.1% |
| 3Y | +66.9% | +818.3% | -751.4% | +27.3% |
| 5Y | +45.0% | +785.9% | -740.9% | +4.8% |
| All | +45.0% | +766.8% | -721.8% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling