+29.1%
ABNB vs IR
+91.4%
-62.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.7% | +2.5% | -4.2% | -3.1% |
| 30D | +11.8% | +9.2% | +2.6% | +6.3% |
| 3M | +0.9% | +0.9% | -0.1% | -0.3% |
| 6M | +40.5% | +19.2% | +21.2% | +24.7% |
| YTD | +37.6% | +7.5% | +30.1% | +27.2% |
| 1Y | +54.1% | +11.7% | +42.4% | +38.7% |
| 3Y | +56.8% | +23.9% | +32.9% | +23.0% |
| 5Y | -9.6% | +46.4% | -55.9% | -42.1% |
| All | +29.1% | +91.4% | -62.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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