-9.9%
ABNB vs IEF
-8.1%
-1.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -1.7% | -2.0% | +0.3% | -1.3% |
| 30D | +11.8% | +0.7% | +11.1% | +11.7% |
| 3M | +0.9% | -2.5% | +3.4% | +1.3% |
| 6M | +40.5% | -2.6% | +43.0% | +41.1% |
| YTD | +37.6% | -3.2% | +40.8% | +38.3% |
| 1Y | +54.1% | -3.0% | +57.2% | +54.8% |
| 3Y | +56.8% | +10.5% | +46.2% | +54.3% |
| All | -9.9% | -8.1% | -1.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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