-16.0%
IONQ vs BKNG
-21.1%
+5.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -5.6% | -10.7% | +5.1% | -3.7% |
| 30D | -15.2% | -18.1% | +2.9% | -12.1% |
| 3M | -34.9% | +8.5% | -43.5% | -38.7% |
| 6M | +4.9% | -0.1% | +5.0% | +2.0% |
| YTD | -17.9% | -18.2% | +0.3% | -14.2% |
| 1Y | -16.0% | -19.9% | +3.9% | -4.1% |
| All | -16.0% | -21.1% | +5.1% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling