+202.0%
IONQ vs CBRE
+116.0%
+86.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +23.9% |
| 7D | +8.6% | +5.2% | +3.4% | +3.2% |
| 30D | -21.1% | +6.2% | -27.3% | -25.9% |
| 3M | -17.9% | -8.1% | -9.8% | -13.5% |
| 6M | -37.9% | -6.6% | -31.3% | -37.3% |
| YTD | -27.3% | -15.7% | -11.6% | -20.1% |
| 1Y | -43.2% | -9.7% | -33.5% | -41.6% |
| 3Y | +191.0% | +80.4% | +110.6% | +53.6% |
| 5Y | +69.3% | +27.0% | +42.3% | +7.9% |
| All | +202.0% | +116.0% | +86.1% | +72.7% |
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