+81.6%
CBRE vs IONS
-36.9%
+118.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.1% |
| 7D | -1.8% | -26.3% | +24.5% | +0.4% |
| 30D | +3.3% | -31.9% | +35.2% | +6.3% |
| 3M | -12.4% | -48.0% | +35.6% | -7.6% |
| 6M | -5.4% | -62.6% | +57.2% | +2.5% |
| YTD | -17.2% | -63.3% | +46.1% | -10.3% |
| 1Y | -13.1% | -58.4% | +45.3% | -7.0% |
| 3Y | +81.6% | -38.2% | +119.8% | +71.8% |
| All | +81.6% | -36.9% | +118.4% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling