+387.3%
IWF vs CBRE
+379.0%
+8.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | +2.8% | -1.8% | +4.6% | +3.5% |
| 30D | -7.5% | +3.3% | -10.8% | -8.9% |
| 3M | -8.5% | -12.4% | +3.9% | -4.7% |
| 6M | -7.4% | -5.4% | -2.1% | -6.8% |
| YTD | -2.6% | -17.2% | +14.6% | +2.0% |
| 1Y | -1.8% | -13.1% | +11.2% | +0.8% |
| 3Y | +65.5% | +81.6% | -16.1% | +24.5% |
| 5Y | +55.8% | +26.4% | +29.4% | +32.2% |
| All | +387.3% | +379.0% | +8.3% | +168.6% |
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