+17.1%
IWM vs CBRE
-11.8%
+28.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -0.3% | -4.6% | +4.3% | +0.8% |
| 30D | +1.9% | +3.0% | -1.1% | +1.2% |
| 3M | -5.7% | -8.7% | +3.0% | -3.9% |
| 6M | -0.3% | -7.9% | +7.6% | +1.4% |
| YTD | +15.8% | -16.3% | +32.1% | +17.2% |
| 1Y | +17.1% | -13.1% | +30.2% | +15.7% |
| All | +17.1% | -11.8% | +28.9% | +15.7% |
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