+392.2%
IWF vs CBRE
+387.8%
+4.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | -1.1% | -4.6% | +3.5% | +0.6% |
| 30D | -8.3% | +3.0% | -11.2% | -9.5% |
| 3M | -5.6% | -8.7% | +3.2% | -3.0% |
| 6M | -5.4% | -7.9% | +2.5% | -3.9% |
| YTD | -1.2% | -16.3% | +15.1% | +3.1% |
| 1Y | -2.7% | -13.1% | +10.5% | 0.0% |
| 3Y | +67.8% | +83.1% | -15.4% | +25.9% |
| 5Y | +60.1% | +27.7% | +32.4% | +35.3% |
| 10Y | +392.2% | +386.9% | +5.3% | +172.1% |
| All | +392.2% | +387.8% | +4.4% | +172.1% |
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