+66.4%
IWM vs CBRE
+73.2%
-6.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | -1.3% | -2.2% | +0.9% | -0.6% |
| 3M | +1.6% | +12.9% | -11.3% | -4.1% |
| 6M | +13.6% | +4.3% | +9.2% | +10.5% |
| YTD | +20.8% | -8.0% | +28.8% | +23.0% |
| 1Y | +26.4% | -8.6% | +35.0% | +28.8% |
| All | +66.4% | +73.2% | -6.8% | +12.5% |
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