+20.6%
ABNB vs IBB
+43.0%
-22.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -2.3% |
| 7D | -4.4% | -1.7% | -2.7% | -3.0% |
| 30D | -2.0% | +4.9% | -6.8% | -6.2% |
| 3M | +29.8% | +24.2% | +5.6% | +8.1% |
| 6M | +31.0% | +23.8% | +7.2% | +8.8% |
| YTD | +28.6% | +23.0% | +5.6% | +7.0% |
| 1Y | +40.1% | +46.2% | -6.1% | -0.3% |
| 3Y | +19.7% | +64.8% | -45.1% | -25.3% |
| 5Y | +6.5% | +20.9% | -14.4% | -22.6% |
| All | +20.6% | +43.0% | -22.3% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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