+406.9%
CBRE vs IONS
-5.7%
+412.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -21.4% | +23.3% | +5.6% |
| 7D | +1.0% | -24.8% | +25.9% | +5.5% |
| 30D | +5.6% | -31.5% | +37.2% | +12.0% |
| 3M | -6.8% | -45.2% | +38.4% | +2.5% |
| 6M | -5.6% | -59.1% | +53.5% | +8.3% |
| YTD | -14.1% | -60.8% | +46.7% | -0.9% |
| 1Y | -9.5% | -57.9% | +48.4% | +2.9% |
| 3Y | +91.8% | -34.5% | +126.2% | +93.0% |
| 5Y | +30.3% | -8.8% | +39.1% | +18.8% |
| 10Y | +406.9% | -19.2% | +426.1% | +362.8% |
| All | +406.9% | -5.7% | +412.5% | +362.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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