+53.2%
IONQ vs BKNG
+65.3%
-12.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -10.0% | -9.8% |
| 7D | +16.8% | -4.5% | +21.2% | +19.5% |
| 30D | -11.1% | +2.3% | -13.5% | -14.1% |
| 3M | -31.7% | -23.9% | -7.9% | -19.6% |
| 6M | -44.8% | +0.9% | -45.7% | -49.4% |
| YTD | -31.2% | -24.2% | -7.0% | -22.0% |
| 1Y | -39.1% | -21.4% | -17.7% | -33.6% |
| 3Y | +189.5% | +34.2% | +155.3% | +91.4% |
| 5Y | +53.2% | +68.3% | -15.1% | -24.4% |
| All | +53.2% | +65.3% | -12.2% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling