+84.9%
IWD vs CBRE
+82.7%
+2.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +2.3% | -1.8% | +4.0% | +2.7% |
| 30D | +3.6% | +3.3% | +0.3% | +2.6% |
| 3M | +2.2% | -12.4% | +14.5% | +5.2% |
| 6M | +13.0% | -5.4% | +18.3% | +13.8% |
| YTD | +26.5% | -17.2% | +43.7% | +31.0% |
| 1Y | +30.1% | -13.1% | +43.2% | +32.7% |
| 3Y | +84.9% | +81.6% | +3.3% | +50.3% |
| All | +84.9% | +82.7% | +2.1% | +50.3% |
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