+76.9%
IONQ vs CBRE
+28.0%
+48.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.5% |
| 7D | +15.3% | -4.6% | +19.9% | +20.8% |
| 30D | -6.1% | +3.0% | -9.1% | -9.5% |
| 3M | -21.6% | -8.7% | -12.9% | -16.6% |
| 6M | -40.1% | -7.9% | -32.2% | -38.7% |
| YTD | -24.1% | -16.3% | -7.8% | -15.5% |
| 1Y | -37.4% | -13.1% | -24.3% | -33.1% |
| 3Y | +219.5% | +83.1% | +136.4% | +46.0% |
| 5Y | +76.9% | +27.7% | +49.2% | +9.6% |
| All | +76.9% | +28.0% | +48.9% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling