+392.5%
CBRE vs IFF
-20.3%
+412.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.1% |
| 7D | -5.0% | -3.2% | -1.8% | -3.6% |
| 30D | -4.7% | -0.3% | -4.4% | -4.5% |
| 3M | +6.5% | +8.4% | -1.9% | +2.4% |
| 6M | +6.1% | +23.0% | -17.0% | -5.1% |
| YTD | -12.6% | +25.5% | -38.1% | -23.2% |
| 1Y | -15.3% | +29.1% | -44.4% | -26.9% |
| 3Y | +64.6% | +31.7% | +33.0% | +36.9% |
| 5Y | +45.0% | -35.2% | +80.2% | +67.0% |
| All | +392.5% | -20.3% | +412.8% | +382.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling