+44.2%
ABNB vs ICE
+21.0%
+23.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.9% |
| 7D | +6.2% | +12.2% | -5.9% | +2.5% |
| 30D | +7.5% | +15.0% | -7.5% | +2.9% |
| 3M | +17.6% | +17.6% | 0.0% | +12.0% |
| 6M | +27.0% | +12.6% | +14.4% | +23.4% |
| YTD | +30.0% | +9.1% | +20.8% | +27.8% |
| 1Y | +44.2% | +20.6% | +23.6% | +30.7% |
| All | +44.2% | +21.0% | +23.1% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling