+6.2%
ABNB vs IEFA
+50.2%
-44.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.2% |
| 7D | -6.5% | -1.6% | -4.9% | -4.4% |
| 30D | -5.5% | -1.5% | -4.0% | -3.6% |
| 3M | +30.0% | +3.4% | +26.6% | +24.1% |
| 6M | +27.6% | +9.5% | +18.1% | +11.8% |
| YTD | +25.4% | +13.0% | +12.4% | +4.3% |
| 1Y | +38.3% | +18.0% | +20.3% | +7.9% |
| 3Y | +15.5% | +65.4% | -49.8% | -47.5% |
| All | +6.2% | +50.2% | -44.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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