+27.8%
CBRE vs IBB
+37.5%
-9.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.7% |
| 7D | +5.2% | -1.8% | +7.0% | +6.3% |
| 30D | +6.2% | +5.1% | +1.2% | +2.7% |
| 3M | -8.1% | +10.7% | -18.8% | -14.7% |
| 6M | -6.6% | +22.9% | -29.5% | -19.6% |
| YTD | -15.7% | +26.7% | -42.4% | -29.2% |
| 1Y | -9.7% | +35.1% | -44.8% | -27.6% |
| 3Y | +80.4% | +80.2% | +0.2% | +16.1% |
| All | +27.8% | +37.5% | -9.7% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling