+385.0%
CBRE vs IBB
+122.6%
+262.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -2.4% |
| 7D | -1.5% | -1.7% | +0.1% | -0.5% |
| 30D | -4.0% | +4.9% | -8.9% | -7.1% |
| 3M | +8.0% | +24.2% | -16.2% | -6.2% |
| 6M | +4.0% | +23.8% | -19.9% | -9.9% |
| YTD | -11.5% | +23.0% | -34.5% | -23.2% |
| 1Y | -13.0% | +46.2% | -59.2% | -32.6% |
| 3Y | +66.9% | +64.8% | +2.1% | +19.2% |
| 5Y | +45.0% | +20.9% | +24.1% | +23.1% |
| 10Y | +385.0% | +121.6% | +263.5% | +187.1% |
| All | +385.0% | +122.6% | +262.4% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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