+597.9%
IWM vs CBRE
+2,234.5%
-1,636.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.6% |
| 30D | -1.3% | -2.2% | +0.9% | -0.8% |
| 3M | +1.6% | +12.9% | -11.3% | -2.5% |
| 6M | +13.6% | +4.3% | +9.2% | +11.4% |
| YTD | +20.8% | -8.0% | +28.8% | +22.3% |
| 1Y | +26.4% | -8.6% | +35.0% | +28.1% |
| 3Y | +60.7% | +71.9% | -11.2% | +33.7% |
| 5Y | +38.2% | +50.0% | -11.8% | +19.0% |
| 10Y | +169.5% | +390.1% | -220.6% | +63.1% |
| All | +597.9% | +2,234.5% | -1,636.6% | +120.1% |
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 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