+103.5%
IEF vs CBRE
+2,001.9%
-1,898.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.0% | -1.8% | -0.2% | -2.0% |
| 30D | +0.7% | +3.3% | -2.6% | +0.8% |
| 3M | -2.5% | -12.4% | +9.9% | -2.8% |
| 6M | -2.6% | -5.4% | +2.8% | -2.6% |
| YTD | -3.2% | -17.2% | +14.0% | -3.6% |
| 1Y | -3.0% | -13.1% | +10.1% | -3.3% |
| 3Y | +10.5% | +81.6% | -71.0% | +12.9% |
| 5Y | -8.2% | +26.4% | -34.6% | -7.1% |
| 10Y | +6.7% | +381.6% | -374.9% | +13.9% |
| All | +103.5% | +2,001.9% | -1,898.4% | +125.1% |
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