+15.9%
ABNB vs IRM
+377.7%
-361.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -9.5% | -1.8% | -7.7% | -8.9% |
| 30D | -9.4% | -7.8% | -1.6% | -6.8% |
| 3M | +29.9% | -7.9% | +37.7% | +33.0% |
| 6M | +26.6% | +6.3% | +20.2% | +21.2% |
| YTD | +23.5% | +38.2% | -14.6% | +4.8% |
| 1Y | +35.8% | +19.8% | +16.0% | +21.8% |
| 3Y | +15.0% | +98.8% | -83.8% | -24.9% |
| 5Y | +1.5% | +191.8% | -190.3% | -44.8% |
| All | +15.9% | +377.7% | -361.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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