-0.3%
ABNB vs IOT
+54.4%
-54.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -9.5% | -0.8% | -8.7% | -9.3% |
| 30D | -9.4% | -4.7% | -4.7% | -8.3% |
| 3M | +29.9% | +17.8% | +12.1% | +22.1% |
| 6M | +26.6% | +16.8% | +9.7% | +17.8% |
| YTD | +23.5% | +8.4% | +15.1% | +15.9% |
| 1Y | +35.8% | -0.8% | +36.6% | +30.1% |
| 3Y | +15.0% | +25.7% | -10.8% | -7.0% |
| All | -0.3% | +54.4% | -54.7% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling