+81.6%
CBRE vs IBB
+86.1%
-4.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | -1.8% | -0.5% | -1.2% | -1.4% |
| 30D | +3.3% | +4.6% | -1.3% | +0.6% |
| 3M | -12.4% | +6.8% | -19.2% | -16.2% |
| 6M | -5.4% | +23.1% | -28.5% | -17.5% |
| YTD | -17.2% | +26.0% | -43.2% | -29.3% |
| 1Y | -13.1% | +30.4% | -43.5% | -27.6% |
| 3Y | +81.6% | +85.4% | -3.9% | +8.5% |
| All | +81.6% | +86.1% | -4.5% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling