+312.0%
IVV vs CBRE
+376.9%
-64.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +3.3% | -2.8% | +6.1% | +4.4% |
| 30D | -2.7% | +2.2% | -4.9% | -3.7% |
| 3M | -1.7% | -10.1% | +8.4% | +1.5% |
| 6M | +3.2% | -8.0% | +11.2% | +5.0% |
| YTD | +12.0% | -17.6% | +29.6% | +17.4% |
| 1Y | +12.1% | -14.7% | +26.8% | +15.9% |
| 3Y | +78.6% | +80.4% | -1.7% | +34.8% |
| 5Y | +73.8% | +25.9% | +47.9% | +47.5% |
| All | +312.0% | +376.9% | -64.9% | +123.5% |
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