+990.2%
IBKR vs CBRE
+407.4%
+582.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.4% |
| 7D | -1.3% | -5.0% | +3.6% | +0.7% |
| 30D | -0.2% | -4.7% | +4.4% | +1.5% |
| 3M | +3.0% | +6.5% | -3.6% | -0.4% |
| 6M | +33.9% | +6.1% | +27.8% | +29.3% |
| YTD | +42.5% | -12.6% | +55.1% | +48.4% |
| 1Y | +44.9% | -15.3% | +60.2% | +52.4% |
| 3Y | +293.0% | +64.6% | +228.4% | +205.7% |
| 5Y | +497.7% | +45.0% | +452.7% | +381.6% |
| All | +990.2% | +407.4% | +582.8% | +405.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling