+615.3%
IWD vs CBRE
+2,039.6%
-1,424.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | -0.5% | +5.2% | -5.6% | -1.7% |
| 30D | +2.7% | +6.2% | -3.6% | +1.0% |
| 3M | +0.9% | -8.1% | +9.0% | +2.6% |
| 6M | +10.5% | -6.6% | +17.2% | +11.6% |
| YTD | +23.7% | -15.7% | +39.4% | +27.3% |
| 1Y | +28.7% | -9.7% | +38.4% | +30.1% |
| 3Y | +79.7% | +80.4% | -0.7% | +51.8% |
| 5Y | +69.7% | +27.0% | +42.7% | +54.2% |
| 10Y | +211.4% | +412.9% | -201.5% | +100.7% |
| All | +615.3% | +2,039.6% | -1,424.3% | +196.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling