+2.2%
ABNB vs ICE
+39.3%
-37.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.3% |
| 7D | -7.4% | -0.9% | -6.6% | -7.0% |
| 30D | -8.2% | +4.0% | -12.1% | -10.2% |
| 3M | +29.1% | +11.0% | +18.2% | +21.2% |
| 6M | +26.6% | -5.0% | +31.5% | +30.0% |
| YTD | +25.0% | -2.7% | +27.7% | +25.7% |
| 1Y | +37.0% | -8.6% | +45.6% | +43.3% |
| 3Y | +16.3% | +41.4% | -25.0% | -14.1% |
| 5Y | +2.2% | +39.9% | -37.7% | -28.9% |
| All | +2.2% | +39.3% | -37.1% | -28.9% |
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