+2,317.2%
CBRE vs IBB
+805.4%
+1,511.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | -2.0% | +1.4% | -3.4% | -3.3% |
| 30D | -2.2% | +10.5% | -12.7% | -11.4% |
| 3M | +12.9% | +23.6% | -10.7% | -8.3% |
| 6M | +4.3% | +22.6% | -18.3% | -15.2% |
| YTD | -8.0% | +25.7% | -33.7% | -27.3% |
| 1Y | -8.6% | +51.4% | -59.9% | -39.8% |
| 3Y | +71.9% | +64.4% | +7.5% | +2.7% |
| 5Y | +50.0% | +22.1% | +27.9% | +16.3% |
| 10Y | +390.1% | +132.5% | +257.6% | +67.7% |
| All | +2,317.2% | +805.4% | +1,511.8% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling