+37.2%
ICE vs CBRE
+30.4%
+6.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -0.9% | +0.4% |
| 7D | +1.0% | +1.0% | 0.0% | +0.6% |
| 30D | +11.4% | +5.6% | +5.8% | +9.1% |
| 3M | +16.2% | -6.8% | +22.9% | +18.4% |
| 6M | +12.5% | -5.6% | +18.1% | +13.8% |
| YTD | +8.6% | -14.1% | +22.6% | +13.1% |
| 1Y | +18.4% | -9.5% | +27.8% | +21.1% |
| 3Y | +66.4% | +91.8% | -25.3% | +27.8% |
| 5Y | +37.2% | +30.3% | +6.9% | +15.0% |
| All | +37.2% | +30.4% | +6.8% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling