-6.8%
CBRE vs IFF
+44.8%
-51.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +5.0% |
| 7D | +14.1% | -3.3% | +17.4% | +14.7% |
| 30D | +9.0% | +5.3% | +3.8% | +7.6% |
| 3M | -6.6% | +8.9% | -15.5% | -8.4% |
| 6M | +0.8% | +26.3% | -25.6% | -4.0% |
| YTD | -12.2% | +32.2% | -44.4% | -17.6% |
| 1Y | -6.8% | +45.8% | -52.6% | -13.7% |
| All | -6.8% | +44.8% | -51.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling