+2,115.4%
CBRE vs IONS
+559.2%
+1,556.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.0% |
| 7D | +5.2% | -9.4% | +14.6% | +7.8% |
| 30D | +6.2% | -10.7% | +17.0% | +9.2% |
| 3M | -8.1% | -27.7% | +19.6% | -0.8% |
| 6M | -6.6% | -48.7% | +42.1% | +8.6% |
| YTD | -15.7% | -50.2% | +34.4% | -1.6% |
| 1Y | -9.7% | -46.8% | +37.1% | +3.5% |
| 3Y | +80.4% | -14.8% | +95.2% | +72.5% |
| 5Y | +27.0% | +17.0% | +10.0% | +6.4% |
| 10Y | +412.9% | +45.3% | +367.6% | +246.4% |
| All | +2,115.4% | +559.2% | +1,556.2% | +525.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling