-9.9%
ABNB vs ICE
+40.5%
-50.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.8% | +2.9% |
| 7D | -1.7% | +3.6% | -5.3% | -3.7% |
| 30D | +11.8% | +15.1% | -3.3% | +2.9% |
| 3M | +0.9% | +15.4% | -14.5% | -7.4% |
| 6M | +40.5% | +16.1% | +24.3% | +28.1% |
| YTD | +37.6% | +11.4% | +26.3% | +27.6% |
| 1Y | +54.1% | +18.5% | +35.7% | +37.1% |
| 3Y | +56.8% | +70.5% | -13.8% | +1.6% |
| All | -9.9% | +40.5% | -50.4% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling