-5.5%
ABNB vs IRM
+186.8%
-192.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.7% |
| 7D | +2.7% | -5.3% | +7.9% | +4.6% |
| 30D | +10.8% | -2.3% | +13.1% | +11.4% |
| 3M | -2.1% | -7.4% | +5.3% | +0.1% |
| 6M | +32.2% | -12.2% | +44.4% | +37.3% |
| YTD | +33.5% | +38.6% | -5.2% | +11.0% |
| 1Y | +47.8% | +14.9% | +32.9% | +34.0% |
| 3Y | +53.3% | +108.2% | -54.9% | -10.0% |
| 5Y | -5.5% | +183.8% | -189.3% | -55.1% |
| All | -5.5% | +186.8% | -192.3% | -55.1% |
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