+73.8%
IWF vs CBRE
+45.8%
+28.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.1% |
| 7D | +1.5% | -1.5% | +3.0% | +2.0% |
| 30D | -1.3% | -4.0% | +2.7% | -0.1% |
| 3M | +0.1% | +8.0% | -7.9% | -3.6% |
| 6M | +10.3% | +4.0% | +6.3% | +7.4% |
| YTD | +4.2% | -11.5% | +15.7% | +7.2% |
| 1Y | +9.3% | -13.0% | +22.3% | +12.9% |
| 3Y | +79.3% | +66.9% | +12.5% | +33.6% |
| 5Y | +73.8% | +45.0% | +28.7% | +34.2% |
| All | +73.8% | +45.8% | +28.0% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling