+15.9%
ABNB vs IAG
+461.2%
-445.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.0% |
| 7D | -9.5% | -4.1% | -5.4% | -9.1% |
| 30D | -9.4% | +10.6% | -20.0% | -10.4% |
| 3M | +29.9% | +35.4% | -5.5% | +25.8% |
| 6M | +26.6% | -9.5% | +36.1% | +26.5% |
| YTD | +23.5% | +21.8% | +1.7% | +19.6% |
| 1Y | +35.8% | +84.1% | -48.3% | +25.9% |
| 3Y | +15.0% | +817.4% | -802.4% | -13.3% |
| 5Y | +1.5% | +830.1% | -828.6% | -27.5% |
| All | +15.9% | +461.2% | -445.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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