+17.6%
ABNB vs IP
-5.1%
+22.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.0% | +0.4% | -2.3% |
| 7D | +2.2% | -5.0% | +7.2% | +3.9% |
| 30D | +6.1% | +6.5% | -0.5% | +3.9% |
| 3M | +11.6% | -18.0% | +29.6% | +18.6% |
| 6M | +21.8% | +10.3% | +11.4% | +17.1% |
| YTD | +25.4% | -9.9% | +35.2% | +26.8% |
| 1Y | +38.9% | -1.1% | +39.9% | +35.8% |
| 3Y | +38.7% | +13.0% | +25.7% | +22.3% |
| 5Y | -15.6% | -12.3% | -3.4% | -22.6% |
| All | +17.6% | -5.1% | +22.6% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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