-8.6%
ICE vs CBRE
-14.3%
+5.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.1% |
| 7D | -0.9% | -1.7% | +0.8% | -0.2% |
| 30D | +4.0% | -3.0% | +6.9% | +5.0% |
| 3M | +11.0% | +2.6% | +8.3% | +9.3% |
| 6M | -5.0% | +2.0% | -7.0% | -6.7% |
| YTD | -2.7% | -13.1% | +10.4% | +3.7% |
| 1Y | -8.6% | -13.8% | +5.2% | -3.3% |
| All | -8.6% | -14.3% | +5.7% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling