+48.0%
ABNB vs IRE
-97.3%
+145.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.2% |
| 7D | +11.2% | -15.5% | +26.7% | +10.8% |
| 30D | +14.7% | -70.4% | +85.1% | +14.8% |
| 3M | +6.9% | -81.6% | +88.5% | +7.1% |
| 6M | +34.5% | -94.7% | +129.2% | +36.3% |
| YTD | +40.2% | -91.8% | +132.0% | +39.8% |
| 1Y | +57.4% | -97.6% | +155.0% | +58.1% |
| All | +48.0% | -97.3% | +145.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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