+73.9%
CBRE vs IOVA
+49.0%
+25.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -2.0% | +9.7% | -11.7% | -2.6% |
| 30D | -2.2% | +102.5% | -104.7% | -7.5% |
| 3M | +12.9% | +100.7% | -87.8% | +6.3% |
| 6M | +4.3% | +106.3% | -102.0% | -2.7% |
| YTD | -8.0% | +222.0% | -230.0% | -17.7% |
| 1Y | -8.6% | +299.5% | -308.1% | -20.2% |
| All | +73.9% | +49.0% | +25.0% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling