+194.7%
IWD vs CBRE
+378.3%
-183.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.6% |
| 7D | -0.2% | -1.5% | +1.4% | +0.3% |
| 30D | -0.8% | -4.0% | +3.2% | +0.5% |
| 3M | +8.0% | +8.0% | 0.0% | +4.3% |
| 6M | +18.2% | +4.0% | +14.2% | +15.3% |
| YTD | +22.3% | -11.5% | +33.9% | +25.7% |
| 1Y | +28.9% | -13.0% | +41.9% | +33.0% |
| 3Y | +71.5% | +66.9% | +4.6% | +33.0% |
| 5Y | +73.6% | +45.0% | +28.6% | +39.0% |
| 10Y | +194.7% | +385.0% | -190.3% | +47.7% |
| All | +194.7% | +378.3% | -183.6% | +47.7% |
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