+69.6%
IWM vs CBRE
+82.7%
-13.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +1.4% | -1.8% | +3.2% | +2.1% |
| 30D | +2.3% | +3.3% | -1.0% | +0.8% |
| 3M | -8.3% | -12.4% | +4.0% | -3.9% |
| 6M | -1.3% | -5.4% | +4.0% | -0.4% |
| YTD | +13.5% | -17.2% | +30.7% | +20.0% |
| 1Y | +18.4% | -13.1% | +31.5% | +22.1% |
| 3Y | +69.6% | +81.6% | -11.9% | +8.1% |
| All | +69.6% | +82.7% | -13.1% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling