+15.9%
ABNB vs IJH
+80.2%
-64.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | 0.0% |
| 7D | -9.5% | -2.5% | -7.0% | -6.6% |
| 30D | -9.4% | -5.0% | -4.3% | -3.6% |
| 3M | +29.9% | +0.5% | +29.3% | +28.7% |
| 6M | +26.6% | +8.2% | +18.4% | +14.3% |
| YTD | +23.5% | +12.5% | +11.1% | +6.2% |
| 1Y | +35.8% | +14.4% | +21.5% | +13.9% |
| 3Y | +15.0% | +49.5% | -34.5% | -32.8% |
| 5Y | +1.5% | +47.8% | -46.3% | -37.7% |
| All | +15.9% | +80.2% | -64.3% | -26.9% |
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