+38.3%
ABNB vs IRM
+22.0%
+16.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.3% |
| 7D | -6.5% | -1.4% | -5.0% | -6.3% |
| 30D | -5.5% | -7.4% | +1.9% | -5.0% |
| 3M | +30.0% | -7.4% | +37.4% | +30.4% |
| 6M | +27.6% | +8.7% | +18.9% | +23.7% |
| YTD | +25.4% | +40.9% | -15.5% | +17.4% |
| 1Y | +38.3% | +20.5% | +17.8% | +32.6% |
| All | +38.3% | +22.0% | +16.3% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling