+409.4%
IWF vs CBRE
+398.3%
+11.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -1.7% | -7.2% | +5.5% | +0.9% |
| 30D | -1.8% | -6.4% | +4.6% | +0.3% |
| 3M | +1.5% | +2.9% | -1.5% | -0.4% |
| 6M | +7.7% | +2.5% | +5.2% | +5.5% |
| YTD | +2.7% | -14.2% | +16.9% | +6.6% |
| 1Y | +6.8% | -15.1% | +21.9% | +11.0% |
| 3Y | +76.9% | +61.9% | +15.0% | +39.9% |
| 5Y | +73.4% | +42.4% | +31.0% | +41.6% |
| All | +409.4% | +398.3% | +11.1% | +175.3% |
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 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