+17.6%
ABNB vs ITOT
+115.4%
-97.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -5.1% |
| 30D | -5.5% | -1.5% | -4.0% | -3.4% |
| 3M | +30.0% | +3.6% | +26.5% | +23.2% |
| 6M | +27.6% | +13.7% | +13.9% | +4.7% |
| YTD | +25.4% | +12.9% | +12.5% | +4.1% |
| 1Y | +38.3% | +17.2% | +21.1% | +8.1% |
| 3Y | +15.5% | +75.6% | -60.1% | -52.6% |
| 5Y | +3.0% | +75.5% | -72.5% | -55.3% |
| All | +17.6% | +115.4% | -97.8% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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