+611.3%
CBRE vs IOVA
-92.3%
+703.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.4% |
| 7D | -0.5% | -8.5% | +8.0% | -0.3% |
| 30D | +3.1% | -44.7% | +47.8% | +4.3% |
| 3M | -6.4% | +26.2% | -32.6% | -7.4% |
| 6M | -7.9% | +123.2% | -131.1% | -10.6% |
| YTD | -16.2% | +196.0% | -212.1% | -19.6% |
| 1Y | -11.2% | +240.9% | -252.2% | -15.2% |
| 3Y | +83.4% | +103.5% | -20.1% | +73.9% |
| 5Y | +28.4% | -65.5% | +93.9% | +24.5% |
| 10Y | +386.8% | +7.0% | +379.8% | +360.3% |
| All | +611.3% | -92.3% | +703.6% | +572.6% |
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