-9.9%
ABNB vs IAG
+421.7%
-431.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +3.0% |
| 7D | -1.7% | -7.7% | +6.0% | -0.9% |
| 30D | +11.8% | +1.6% | +10.2% | +11.5% |
| 3M | +0.9% | -2.4% | +3.3% | +0.9% |
| 6M | +40.5% | -7.8% | +48.3% | +40.6% |
| YTD | +37.6% | +5.0% | +32.6% | +34.9% |
| 1Y | +54.1% | +25.7% | +28.4% | +48.3% |
| 3Y | +56.8% | +694.5% | -637.7% | +17.7% |
| All | -9.9% | +421.7% | -431.5% | -29.4% |
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 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