+406.9%
CBRE vs IBB
+139.6%
+267.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.2% |
| 7D | +1.0% | +2.7% | -1.7% | -0.7% |
| 30D | +5.6% | +6.3% | -0.7% | +1.5% |
| 3M | -6.8% | +11.1% | -17.8% | -13.3% |
| 6M | -5.6% | +29.2% | -34.8% | -20.7% |
| YTD | -14.1% | +30.2% | -44.3% | -28.5% |
| 1Y | -9.5% | +39.5% | -49.0% | -28.0% |
| 3Y | +91.8% | +92.3% | -0.6% | +22.7% |
| 5Y | +30.3% | +43.0% | -12.6% | -0.6% |
| 10Y | +406.9% | +137.1% | +269.8% | +178.0% |
| All | +406.9% | +139.6% | +267.2% | +178.0% |
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