+852.2%
ITW vs CBRE
+2,146.2%
-1,294.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.4% |
| 7D | -0.4% | -1.5% | +1.1% | -0.1% |
| 30D | -9.4% | -4.0% | -5.4% | -8.7% |
| 3M | +7.1% | +8.0% | -0.9% | +4.7% |
| 6M | -1.9% | +4.0% | -5.8% | -3.3% |
| YTD | +10.4% | -11.5% | +22.0% | +12.6% |
| 1Y | +3.3% | -13.0% | +16.3% | +5.6% |
| 3Y | +21.0% | +66.9% | -45.9% | +4.0% |
| 5Y | +36.3% | +45.0% | -8.7% | +20.3% |
| 10Y | +185.8% | +385.0% | -199.2% | +86.6% |
| All | +852.2% | +2,146.2% | -1,294.0% | +345.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling