+2,115.4%
CBRE vs IBB
+812.8%
+1,302.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -2.2% |
| 7D | +5.2% | -1.8% | +7.0% | +6.8% |
| 30D | +6.2% | +5.1% | +1.2% | +1.1% |
| 3M | -8.1% | +10.7% | -18.8% | -17.4% |
| 6M | -6.6% | +22.9% | -29.5% | -24.5% |
| YTD | -15.7% | +26.7% | -42.4% | -34.3% |
| 1Y | -9.7% | +35.1% | -44.8% | -33.8% |
| 3Y | +80.4% | +80.2% | +0.2% | -2.0% |
| 5Y | +27.0% | +37.8% | -10.8% | -12.7% |
| 10Y | +412.9% | +161.2% | +251.7% | +53.8% |
| All | +2,115.4% | +812.8% | +1,302.7% | -15.6% |
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