+680.2%
CBRE vs IOVA
-91.6%
+771.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -2.0% | +9.7% | -11.7% | -2.2% |
| 30D | -2.2% | +102.5% | -104.7% | -4.2% |
| 3M | +12.9% | +100.7% | -87.8% | +10.5% |
| 6M | +4.3% | +106.3% | -102.0% | +1.7% |
| YTD | -8.0% | +222.0% | -230.0% | -11.5% |
| 1Y | -8.6% | +299.5% | -308.1% | -12.7% |
| 3Y | +71.9% | +42.9% | +29.0% | +64.8% |
| 5Y | +50.0% | -65.0% | +115.0% | +45.9% |
| 10Y | +390.1% | +10.3% | +379.8% | +364.8% |
| All | +680.2% | -91.6% | +771.8% | +639.9% |
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