+25.7%
ABNB vs ICE
+58.2%
-32.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.8% |
| 7D | -4.0% | -0.7% | -3.3% | -3.7% |
| 30D | +19.3% | +7.6% | +11.7% | +15.1% |
| 3M | +36.1% | +13.9% | +22.1% | +27.2% |
| 6M | +34.2% | -2.4% | +36.6% | +35.4% |
| YTD | +34.1% | +0.3% | +33.8% | +32.8% |
| 1Y | +45.1% | -6.4% | +51.5% | +49.0% |
| 3Y | +37.1% | +43.1% | -6.0% | +7.9% |
| 5Y | +15.2% | +42.1% | -27.0% | -12.7% |
| All | +25.7% | +58.2% | -32.4% | -0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling