+80.4%
CBRE vs IOVA
+85.3%
-4.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.8% |
| 7D | +5.2% | -5.2% | +10.4% | +5.4% |
| 30D | +6.2% | -37.8% | +44.0% | +8.2% |
| 3M | -8.1% | +29.5% | -37.6% | -11.2% |
| 6M | -6.6% | +96.6% | -103.2% | -13.3% |
| YTD | -15.7% | +194.5% | -210.2% | -24.9% |
| 1Y | -9.7% | +248.1% | -257.7% | -20.8% |
| 3Y | +80.4% | +86.1% | -5.7% | +41.0% |
| All | +80.4% | +85.3% | -4.9% | +41.0% |
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 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