+1,213.2%
IWF vs CBRE
+2,234.5%
-1,021.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.5% | -2.0% | +2.5% | +0.9% |
| 30D | -0.4% | -2.2% | +1.8% | -0.1% |
| 3M | -2.6% | +12.9% | -15.5% | -5.5% |
| 6M | +9.1% | +4.3% | +4.8% | +7.6% |
| YTD | +4.5% | -8.0% | +12.5% | +5.4% |
| 1Y | +10.1% | -8.6% | +18.6% | +11.0% |
| 3Y | +77.6% | +71.9% | +5.8% | +54.6% |
| 5Y | +73.7% | +50.0% | +23.7% | +54.9% |
| 10Y | +411.5% | +390.1% | +21.5% | +250.6% |
| All | +1,213.2% | +2,234.5% | -1,021.3% | +462.8% |
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