+149.9%
IBM vs CBRE
+421.6%
-271.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.2% |
| 7D | -2.5% | +1.0% | -3.6% | -2.9% |
| 30D | +8.4% | +5.6% | +2.7% | +6.0% |
| 3M | +4.5% | -6.8% | +11.2% | +6.5% |
| 6M | +7.9% | -5.6% | +13.5% | +9.5% |
| YTD | -15.2% | -14.1% | -1.2% | -11.2% |
| 1Y | -17.6% | -9.5% | -8.1% | -15.2% |
| 3Y | +82.1% | +91.8% | -9.7% | +40.4% |
| 5Y | +143.3% | +30.3% | +113.0% | +109.9% |
| 10Y | +149.9% | +406.9% | -256.9% | +40.6% |
| All | +149.9% | +421.6% | -271.7% | +40.6% |
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