+17.6%
ABNB vs IJR
+74.1%
-56.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +0.9% |
| 7D | -6.5% | -2.2% | -4.3% | -4.2% |
| 30D | -5.5% | -4.6% | -0.9% | -0.6% |
| 3M | +30.0% | +0.2% | +29.8% | +29.6% |
| 6M | +27.6% | +14.7% | +12.9% | +9.7% |
| YTD | +25.4% | +18.9% | +6.5% | +3.6% |
| 1Y | +38.3% | +19.9% | +18.4% | +12.8% |
| 3Y | +15.5% | +53.0% | -37.5% | -30.7% |
| 5Y | +3.0% | +40.9% | -37.8% | -29.7% |
| All | +17.6% | +74.1% | -56.5% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling