+107.1%
IEF vs CBRE
+2,234.5%
-2,127.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | -0.8% | -2.2% | +1.4% | -0.8% |
| 3M | -1.0% | +12.9% | -13.9% | -0.6% |
| 6M | -2.8% | +4.3% | -7.1% | -2.6% |
| YTD | -1.5% | -8.0% | +6.6% | -1.6% |
| 1Y | -0.4% | -8.6% | +8.1% | -0.5% |
| 3Y | +9.7% | +71.9% | -62.2% | +11.7% |
| 5Y | -8.3% | +50.0% | -58.3% | -6.8% |
| 10Y | +4.6% | +390.1% | -385.5% | +11.6% |
| All | +107.1% | +2,234.5% | -2,127.4% | +129.6% |
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 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