+274.7%
IONQ vs ABNB
+15.6%
+259.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +5.3% |
| 7D | +7.1% | -4.4% | +11.5% | +10.4% |
| 30D | -8.9% | -2.0% | -6.9% | -8.7% |
| 3M | -35.6% | +29.8% | -65.4% | -48.3% |
| 6M | +13.3% | +31.0% | -17.7% | -9.5% |
| YTD | -9.8% | +28.6% | -38.4% | -27.1% |
| 1Y | -1.3% | +40.1% | -41.4% | -25.7% |
| 3Y | +109.3% | +19.7% | +89.6% | +73.7% |
| 5Y | +304.7% | +6.5% | +298.2% | +255.9% |
| All | +274.7% | +15.6% | +259.1% | +244.6% |
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