+2,316.3%
ICE vs CBRE
+752.2%
+1,564.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -0.7% | -2.0% | +1.3% | 0.0% |
| 30D | +7.6% | -2.2% | +9.8% | +8.3% |
| 3M | +13.9% | +12.9% | +1.0% | +9.2% |
| 6M | -2.4% | +4.3% | -6.7% | -4.2% |
| YTD | +0.3% | -8.0% | +8.3% | +2.2% |
| 1Y | -6.4% | -8.6% | +2.1% | -4.5% |
| 3Y | +43.1% | +71.9% | -28.8% | +16.2% |
| 5Y | +42.1% | +50.0% | -7.9% | +18.4% |
| 10Y | +220.9% | +390.1% | -169.1% | +69.2% |
| All | +2,316.3% | +752.2% | +1,564.1% | +710.7% |
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