+167.4%
IONQ vs CBRE
+112.2%
+55.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.9% | -6.8% |
| 7D | -11.5% | -1.8% | -9.7% | -10.0% |
| 30D | -8.1% | +3.3% | -11.4% | -11.4% |
| 3M | -35.8% | -12.4% | -23.4% | -29.4% |
| 6M | -47.7% | -5.4% | -42.4% | -47.9% |
| YTD | -35.6% | -17.2% | -18.4% | -28.0% |
| 1Y | -36.4% | -13.1% | -23.3% | -32.2% |
| 3Y | +150.0% | +81.6% | +68.5% | +31.5% |
| 5Y | +43.3% | +26.4% | +16.9% | -7.3% |
| All | +167.4% | +112.2% | +55.2% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling