+241.1%
IONQ vs BKNG
+97.8%
+143.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.8% |
| 7D | -5.6% | -10.7% | +5.1% | +1.6% |
| 30D | -15.2% | -18.1% | +2.9% | -3.7% |
| 3M | -34.9% | +8.5% | -43.5% | -41.5% |
| 6M | +4.9% | -0.1% | +5.0% | -0.7% |
| YTD | -17.9% | -18.2% | +0.3% | -10.4% |
| 1Y | -16.0% | -19.9% | +3.9% | -7.2% |
| 3Y | +90.5% | +41.6% | +48.9% | +31.9% |
| 5Y | +268.4% | +93.1% | +175.3% | +93.1% |
| All | +241.1% | +97.8% | +143.3% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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