-8.6%
CBRE vs IOVA
+299.5%
-308.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -2.0% | +9.7% | -11.7% | -2.4% |
| 30D | -2.2% | +102.5% | -104.7% | -5.5% |
| 3M | +12.9% | +100.7% | -87.8% | +8.6% |
| 6M | +4.3% | +106.3% | -102.0% | -0.4% |
| YTD | -8.0% | +222.0% | -230.0% | -14.7% |
| 1Y | -8.6% | +299.5% | -308.1% | -16.0% |
| All | -8.6% | +299.5% | -308.1% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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