+59.0%
ILMN vs CBRE
+387.8%
-328.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -6.0% | -4.6% | -1.4% | -4.1% |
| 30D | -23.0% | +3.0% | -26.0% | -24.3% |
| 3M | +10.4% | -8.7% | +19.2% | +13.6% |
| 6M | +49.4% | -7.9% | +57.3% | +52.1% |
| YTD | +62.3% | -16.3% | +78.6% | +70.5% |
| 1Y | +73.7% | -13.1% | +86.8% | +79.5% |
| 3Y | +122.5% | +83.1% | +39.4% | +68.3% |
| 5Y | -43.2% | +27.7% | -70.9% | -51.8% |
| 10Y | +59.0% | +386.9% | -328.0% | +1.1% |
| All | +59.0% | +387.8% | -328.8% | +1.1% |
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 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