+629.7%
IWD vs CBRE
+2,081.6%
-1,452.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.5% |
| 7D | +1.3% | +1.0% | +0.2% | +1.0% |
| 30D | +3.6% | +5.6% | -2.1% | +2.0% |
| 3M | +2.3% | -6.8% | +9.1% | +3.7% |
| 6M | +13.0% | -5.6% | +18.6% | +13.8% |
| YTD | +26.2% | -14.1% | +40.2% | +29.2% |
| 1Y | +30.5% | -9.5% | +39.9% | +31.9% |
| 3Y | +86.2% | +91.8% | -5.6% | +55.0% |
| 5Y | +72.9% | +30.3% | +42.6% | +56.1% |
| 10Y | +205.0% | +406.9% | -201.8% | +96.9% |
| All | +629.7% | +2,081.6% | -1,452.0% | +201.4% |
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