-36.4%
IONQ vs CBRE
-13.6%
-22.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.9% | -6.6% |
| 7D | -11.5% | -1.8% | -9.7% | -10.7% |
| 30D | -8.1% | +3.3% | -11.4% | -9.2% |
| 3M | -35.8% | -12.4% | -23.4% | -32.2% |
| 6M | -47.7% | -5.4% | -42.4% | -46.9% |
| YTD | -35.6% | -17.2% | -18.4% | -31.2% |
| 1Y | -36.4% | -13.1% | -23.3% | -32.8% |
| All | -36.4% | -13.6% | -22.8% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling