+167.4%
IONQ vs ABNB
+23.7%
+143.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.1% | -9.5% | -8.7% |
| 7D | -11.5% | -1.7% | -9.8% | -10.6% |
| 30D | -8.1% | +11.8% | -19.9% | -15.0% |
| 3M | -35.8% | +0.9% | -36.7% | -37.1% |
| 6M | -47.7% | +40.5% | -88.2% | -60.7% |
| YTD | -35.6% | +37.6% | -73.3% | -50.8% |
| 1Y | -36.4% | +54.1% | -90.5% | -55.5% |
| 3Y | +150.0% | +56.8% | +93.3% | +69.7% |
| 5Y | +43.3% | -9.6% | +52.9% | +29.2% |
| All | +167.4% | +23.7% | +143.7% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 10y: compounded portfolio wealth divided by compounded ABNB 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…
10y analysis · Full analysis span regression · 6 months rolling