+3.6%
IEF vs CBRE
+407.4%
-403.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | -1.3% | -5.0% | +3.6% | -1.4% |
| 30D | -1.7% | -4.7% | +2.9% | -1.8% |
| 3M | -2.5% | +6.5% | -9.0% | -2.5% |
| 6M | -3.3% | +6.1% | -9.3% | -3.2% |
| YTD | -2.8% | -12.6% | +9.8% | -2.9% |
| 1Y | -2.7% | -15.3% | +12.6% | -2.8% |
| 3Y | +8.9% | +64.6% | -55.7% | +10.0% |
| 5Y | -9.4% | +45.0% | -54.4% | -8.9% |
| All | +3.6% | +407.4% | -403.9% | +11.3% |
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