+52.0%
ABNB vs IRM
+109.6%
-57.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.5% |
| 7D | +2.7% | -5.3% | +7.9% | +3.9% |
| 30D | +10.8% | -2.3% | +13.1% | +11.2% |
| 3M | -2.1% | -7.4% | +5.3% | -0.7% |
| 6M | +32.2% | -12.2% | +44.4% | +35.5% |
| YTD | +33.5% | +38.6% | -5.2% | +17.7% |
| 1Y | +47.8% | +14.9% | +32.9% | +38.4% |
| All | +52.0% | +109.6% | -57.6% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling