-2.8%
IWF vs CBRE
-13.9%
+11.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +5.3% | -2.8% | +8.1% | +5.7% |
| 30D | -8.6% | +2.2% | -10.8% | -8.7% |
| 3M | -6.5% | -10.1% | +3.6% | -5.2% |
| 6M | -5.6% | -8.0% | +2.4% | -4.4% |
| YTD | -1.5% | -17.6% | +16.0% | +0.5% |
| 1Y | -2.8% | -14.7% | +11.9% | -1.7% |
| All | -2.8% | -13.9% | +11.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling