+1,137.5%
IWF vs CBRE
+1,992.7%
-855.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +5.3% | -2.8% | +8.1% | +5.9% |
| 30D | -8.6% | +2.2% | -10.8% | -9.2% |
| 3M | -6.5% | -10.1% | +3.6% | -4.7% |
| 6M | -5.6% | -8.0% | +2.4% | -4.6% |
| YTD | -1.5% | -17.6% | +16.0% | +1.4% |
| 1Y | -2.8% | -14.7% | +11.9% | -0.7% |
| 3Y | +67.1% | +80.4% | -13.2% | +43.8% |
| 5Y | +57.6% | +25.9% | +31.7% | +45.6% |
| 10Y | +390.4% | +379.5% | +10.8% | +238.0% |
| All | +1,137.5% | +1,992.7% | -855.3% | +441.8% |
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