+613.2%
IWD vs CBRE
+2,234.5%
-1,621.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -0.3% | -2.0% | +1.7% | +0.2% |
| 30D | +0.6% | -2.2% | +2.8% | +1.0% |
| 3M | +7.2% | +12.9% | -5.7% | +3.8% |
| 6M | +16.2% | +4.3% | +11.9% | +14.4% |
| YTD | +23.3% | -8.0% | +31.4% | +24.5% |
| 1Y | +29.6% | -8.6% | +38.1% | +30.8% |
| 3Y | +70.5% | +71.9% | -1.4% | +45.8% |
| 5Y | +73.5% | +50.0% | +23.5% | +51.8% |
| 10Y | +198.3% | +390.1% | -191.7% | +93.9% |
| All | +613.2% | +2,234.5% | -1,621.2% | +190.5% |
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