+265.9%
IONQ vs CBRE
+135.7%
+130.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.8% |
| 7D | +0.8% | -2.0% | +2.8% | +2.5% |
| 30D | -1.0% | -2.2% | +1.2% | +0.1% |
| 3M | -39.8% | +12.9% | -52.7% | -47.8% |
| 6M | +6.4% | +4.3% | +2.1% | -0.7% |
| YTD | -11.9% | -8.0% | -3.9% | -9.0% |
| 1Y | -6.2% | -8.6% | +2.4% | -3.6% |
| 3Y | +125.7% | +71.9% | +53.8% | +26.9% |
| 5Y | +296.0% | +50.0% | +246.0% | +134.2% |
| All | +265.9% | +135.7% | +130.3% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling