+31.5%
ABNB vs IBB
+51.4%
-19.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -2.1% |
| 7D | +11.2% | +2.7% | +8.5% | +8.9% |
| 30D | +14.7% | +6.3% | +8.4% | +9.0% |
| 3M | +6.9% | +11.1% | -4.2% | -2.6% |
| 6M | +34.5% | +29.2% | +5.3% | +7.9% |
| YTD | +40.2% | +30.2% | +10.0% | +11.0% |
| 1Y | +57.4% | +39.5% | +17.9% | +17.1% |
| 3Y | +64.7% | +92.3% | -27.6% | -11.0% |
| 5Y | -2.3% | +43.0% | -45.2% | -35.8% |
| All | +31.5% | +51.4% | -19.9% | -18.1% |
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