+2.2%
ABNB vs IAG
+804.8%
-802.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -5.0% | -3.0% |
| 7D | -7.4% | +1.7% | -9.1% | -7.6% |
| 30D | -8.2% | +11.4% | -19.6% | -9.3% |
| 3M | +29.1% | +33.0% | -3.9% | +25.1% |
| 6M | +26.6% | -6.0% | +32.6% | +26.0% |
| YTD | +25.0% | +24.6% | +0.4% | +20.5% |
| 1Y | +37.0% | +105.0% | -68.0% | +24.9% |
| 3Y | +16.3% | +837.9% | -821.6% | -14.7% |
| 5Y | +2.2% | +817.0% | -814.8% | -26.2% |
| All | +2.2% | +804.8% | -802.7% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling