+17.6%
ABNB vs IJH
+81.6%
-64.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.6% |
| 7D | -6.5% | -1.9% | -4.6% | -4.2% |
| 30D | -5.5% | -4.6% | -0.9% | +0.1% |
| 3M | +30.0% | -1.2% | +31.2% | +31.7% |
| 6M | +27.6% | +9.4% | +18.2% | +13.7% |
| YTD | +25.4% | +13.3% | +12.1% | +6.8% |
| 1Y | +38.3% | +13.4% | +24.9% | +17.4% |
| 3Y | +15.5% | +50.4% | -34.9% | -33.0% |
| 5Y | +3.0% | +49.0% | -45.9% | -37.4% |
| All | +17.6% | +81.6% | -64.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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