+2,225.8%
CBRE vs IFF
+275.7%
+1,950.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -2.9% | -3.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -4.0% | -0.3% | -3.7% | -3.7% |
| 3M | +8.0% | +18.6% | -10.5% | -6.2% |
| 6M | +4.0% | +17.4% | -13.4% | -11.7% |
| YTD | -11.5% | +28.5% | -40.0% | -31.0% |
| 1Y | -13.0% | +32.5% | -45.5% | -34.5% |
| 3Y | +66.9% | +34.1% | +32.8% | +16.6% |
| 5Y | +45.0% | -35.2% | +80.2% | +70.1% |
| 10Y | +385.0% | -21.1% | +406.1% | +291.0% |
| All | +2,225.8% | +275.7% | +1,950.1% | +202.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling