+214.9%
ICE vs CBRE
+381.8%
-166.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -0.9% | -1.7% | +0.8% | -0.3% |
| 30D | +4.0% | -3.0% | +6.9% | +4.9% |
| 3M | +11.0% | +2.6% | +8.3% | +9.8% |
| 6M | -5.0% | +2.0% | -7.0% | -6.0% |
| YTD | -2.7% | -13.1% | +10.4% | +1.0% |
| 1Y | -8.6% | -13.8% | +5.2% | -5.0% |
| 3Y | +41.4% | +63.9% | -22.5% | +17.1% |
| 5Y | +39.9% | +42.3% | -2.5% | +18.6% |
| 10Y | +214.9% | +401.2% | -186.3% | +78.5% |
| All | +214.9% | +381.8% | -166.9% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling