+1,410.3%
IBKR vs CBRE
+265.8%
+1,144.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.3% |
| 7D | +1.3% | -1.7% | +3.0% | +1.8% |
| 30D | -0.3% | -3.0% | +2.6% | +0.4% |
| 3M | +4.7% | +2.6% | +2.0% | +3.5% |
| 6M | +34.0% | +2.0% | +32.0% | +32.4% |
| YTD | +40.8% | -13.1% | +53.9% | +45.1% |
| 1Y | +45.7% | -13.8% | +59.6% | +50.3% |
| 3Y | +288.4% | +63.9% | +224.5% | +231.1% |
| 5Y | +487.2% | +42.3% | +444.8% | +415.1% |
| 10Y | +991.2% | +401.2% | +590.0% | +569.3% |
| All | +1,410.3% | +265.8% | +1,144.5% | +570.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling