+20.6%
ABNB vs IEFA
+78.6%
-58.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.3% |
| 7D | -4.4% | +1.2% | -5.5% | -5.7% |
| 30D | -2.0% | -0.6% | -1.4% | -1.3% |
| 3M | +29.8% | +6.2% | +23.6% | +20.0% |
| 6M | +31.0% | +11.2% | +19.8% | +13.5% |
| YTD | +28.6% | +14.2% | +14.4% | +6.9% |
| 1Y | +40.1% | +20.0% | +20.0% | +8.7% |
| 3Y | +19.7% | +68.8% | -49.1% | -43.3% |
| 5Y | +6.5% | +52.7% | -46.2% | -43.8% |
| All | +20.6% | +78.6% | -58.0% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling