+546.9%
IWM vs CBRE
+2,039.6%
-1,492.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -2.0% | +5.2% | -7.2% | -3.6% |
| 30D | -1.5% | +6.2% | -7.7% | -3.4% |
| 3M | -8.0% | -8.1% | +0.1% | -6.1% |
| 6M | -4.1% | -6.6% | +2.5% | -3.0% |
| YTD | +11.9% | -15.7% | +27.7% | +16.0% |
| 1Y | +15.0% | -9.7% | +24.7% | +16.7% |
| 3Y | +64.2% | +80.4% | -16.2% | +34.5% |
| 5Y | +20.4% | +27.0% | -6.6% | +8.6% |
| 10Y | +168.0% | +412.9% | -244.9% | +60.4% |
| All | +546.9% | +2,039.6% | -1,492.7% | +108.9% |
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