+75.4%
IVV vs CBRE
+79.1%
-3.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | -2.7% | +5.2% | -7.9% | -3.8% |
| 30D | -5.4% | +6.2% | -11.6% | -6.8% |
| 3M | -4.1% | -8.1% | +4.0% | -2.4% |
| 6M | +0.7% | -6.6% | +7.4% | +1.8% |
| YTD | +8.7% | -15.7% | +24.5% | +12.1% |
| 1Y | +11.0% | -9.7% | +20.6% | +12.0% |
| 3Y | +75.4% | +80.4% | -5.0% | +48.8% |
| All | +75.4% | +79.1% | -3.7% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling