+309.6%
IVV vs CBRE
+421.6%
-111.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | -3.3% | +5.6% | -8.9% | -5.4% |
| 3M | -2.4% | -6.8% | +4.4% | -0.6% |
| 6M | +2.6% | -5.6% | +8.2% | +3.5% |
| YTD | +11.3% | -14.1% | +25.4% | +15.0% |
| 1Y | +13.4% | -9.5% | +22.9% | +14.8% |
| 3Y | +80.3% | +91.8% | -11.5% | +33.1% |
| 5Y | +72.7% | +30.3% | +42.4% | +44.9% |
| 10Y | +309.6% | +406.9% | -97.2% | +118.8% |
| All | +309.6% | +421.6% | -111.9% | +118.8% |
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