+615.1%
CBRE vs IOVA
-92.3%
+707.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.7% |
| 7D | +5.2% | -5.2% | +10.4% | +5.3% |
| 30D | +6.2% | -37.8% | +44.0% | +7.1% |
| 3M | -8.1% | +29.5% | -37.6% | -9.2% |
| 6M | -6.6% | +96.6% | -103.2% | -9.1% |
| YTD | -15.7% | +194.5% | -210.2% | -19.1% |
| 1Y | -9.7% | +248.1% | -257.7% | -13.8% |
| 3Y | +80.4% | +86.1% | -5.7% | +71.4% |
| 5Y | +27.0% | -67.8% | +94.9% | +23.3% |
| 10Y | +412.9% | +38.6% | +374.3% | +383.9% |
| All | +615.1% | -92.3% | +707.4% | +576.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling