+386.9%
CBRE vs IBB
+133.2%
+253.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -4.6% | -1.4% | -3.3% | -3.8% |
| 30D | +3.0% | +6.8% | -3.8% | -1.3% |
| 3M | -8.7% | +9.2% | -18.0% | -14.2% |
| 6M | -7.9% | +28.3% | -36.2% | -22.3% |
| YTD | -16.3% | +29.4% | -45.7% | -30.0% |
| 1Y | -13.1% | +33.2% | -46.3% | -28.7% |
| 3Y | +83.1% | +90.2% | -7.0% | +18.0% |
| 5Y | +27.7% | +44.0% | -16.3% | -3.0% |
| 10Y | +386.9% | +133.1% | +253.8% | +169.5% |
| All | +386.9% | +133.2% | +253.7% | +169.5% |
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