+231.0%
IQV vs CBRE
+398.3%
-167.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | -5.3% | -7.2% | +2.0% | -1.7% |
| 30D | +5.5% | -6.4% | +11.9% | +8.7% |
| 3M | +41.2% | +2.9% | +38.3% | +38.6% |
| 6M | +50.5% | +2.5% | +48.0% | +47.5% |
| YTD | +14.1% | -14.2% | +28.3% | +21.5% |
| 1Y | +39.9% | -15.1% | +55.1% | +49.5% |
| 3Y | +20.5% | +61.9% | -41.4% | -8.8% |
| 5Y | -1.2% | +42.4% | -43.6% | -22.0% |
| All | +231.0% | +398.3% | -167.4% | +51.6% |
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 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