+2,100.2%
CBRE vs IAG
+285.2%
+1,815.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | +0.1% |
| 7D | -4.6% | +3.4% | -8.1% | -5.0% |
| 30D | +3.0% | -2.7% | +5.7% | +3.1% |
| 3M | -8.7% | -0.5% | -8.2% | -9.0% |
| 6M | -7.9% | -4.8% | -3.0% | -8.2% |
| YTD | -16.3% | +9.6% | -25.9% | -18.6% |
| 1Y | -13.1% | +32.2% | -45.3% | -17.3% |
| 3Y | +83.1% | +692.5% | -609.4% | +39.2% |
| 5Y | +27.7% | +447.6% | -419.9% | -3.1% |
| 10Y | +386.9% | +403.3% | -16.4% | +235.0% |
| All | +2,100.2% | +285.2% | +1,815.0% | +1,054.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling