+44.2%
ABNB vs IJR
+24.2%
+20.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +4.4% |
| 7D | +6.2% | +2.3% | +4.0% | +4.1% |
| 30D | +7.5% | +2.8% | +4.7% | +4.8% |
| 3M | +17.6% | -4.6% | +22.3% | +22.7% |
| 6M | +27.0% | +5.7% | +21.4% | +20.0% |
| YTD | +30.0% | +19.9% | +10.0% | +9.9% |
| 1Y | +44.2% | +24.2% | +20.0% | +17.8% |
| All | +44.2% | +24.2% | +20.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling