-36.8%
IONQ vs CBRE
-11.6%
-25.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | 0.0% |
| 7D | +16.7% | -0.5% | +17.2% | +17.1% |
| 30D | -12.3% | +3.1% | -15.3% | -13.3% |
| 3M | -17.7% | -6.4% | -11.4% | -15.9% |
| 6M | -28.9% | -7.9% | -21.1% | -25.9% |
| YTD | -22.0% | -16.2% | -5.8% | -17.7% |
| 1Y | -36.8% | -11.2% | -25.6% | -34.8% |
| All | -36.8% | -11.6% | -25.2% | -34.8% |
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