+55.4%
IOT vs CBRE
+36.7%
+18.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.5% |
| 7D | -4.5% | -5.0% | +0.4% | -0.9% |
| 30D | -2.4% | -4.7% | +2.2% | +0.6% |
| 3M | +19.0% | +6.5% | +12.5% | +12.3% |
| 6M | +19.6% | +6.1% | +13.6% | +11.7% |
| YTD | +8.3% | -12.6% | +20.9% | +16.3% |
| 1Y | -0.8% | -15.3% | +14.5% | +9.0% |
| 3Y | +24.4% | +64.6% | -40.2% | -27.9% |
| All | +55.4% | +36.7% | +18.7% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling