+17.2%
ABNB vs ITOT
+115.0%
-97.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.0% |
| 7D | -7.4% | -0.4% | -7.1% | -6.9% |
| 30D | -8.2% | -1.6% | -6.6% | -5.9% |
| 3M | +29.1% | +3.5% | +25.6% | +22.3% |
| 6M | +26.6% | +13.1% | +13.4% | +4.7% |
| YTD | +25.0% | +12.7% | +12.3% | +4.0% |
| 1Y | +37.0% | +18.3% | +18.7% | +5.5% |
| 3Y | +16.3% | +76.4% | -60.1% | -52.6% |
| 5Y | +2.2% | +73.8% | -71.6% | -55.2% |
| All | +17.2% | +115.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling