+5.1%
ABNB vs IRM
+192.6%
-187.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -4.4% | +1.6% | -6.0% | -5.0% |
| 30D | -2.0% | -4.2% | +2.2% | -0.6% |
| 3M | +29.8% | -5.4% | +35.2% | +31.6% |
| 6M | +31.0% | +12.0% | +19.0% | +22.3% |
| YTD | +28.6% | +42.0% | -13.4% | +6.8% |
| 1Y | +40.1% | +29.9% | +10.2% | +19.9% |
| 3Y | +19.7% | +104.4% | -84.7% | -27.2% |
| All | +5.1% | +192.6% | -187.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling