+1,142.0%
IWF vs CBRE
+2,024.9%
-882.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | -1.1% | -4.6% | +3.5% | 0.0% |
| 30D | -8.3% | +3.0% | -11.2% | -9.0% |
| 3M | -5.6% | -8.7% | +3.2% | -4.0% |
| 6M | -5.4% | -7.9% | +2.5% | -4.4% |
| YTD | -1.2% | -16.3% | +15.1% | +1.5% |
| 1Y | -2.7% | -13.1% | +10.5% | -0.9% |
| 3Y | +67.8% | +83.1% | -15.4% | +43.8% |
| 5Y | +60.1% | +27.7% | +32.4% | +47.4% |
| 10Y | +392.2% | +386.9% | +5.3% | +238.2% |
| All | +1,142.0% | +2,024.9% | -882.9% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling