+17.6%
ABNB vs ITW
+49.1%
-31.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.8% |
| 7D | -6.5% | -0.7% | -5.7% | -6.0% |
| 30D | -5.5% | -8.3% | +2.8% | -0.1% |
| 3M | +30.0% | +6.0% | +24.0% | +24.9% |
| 6M | +27.6% | 0.0% | +27.6% | +26.9% |
| YTD | +25.4% | +10.2% | +15.2% | +15.5% |
| 1Y | +38.3% | +3.2% | +35.1% | +33.1% |
| 3Y | +15.5% | +21.0% | -5.5% | -2.2% |
| 5Y | +3.0% | +37.9% | -34.9% | -22.6% |
| All | +17.6% | +49.1% | -31.5% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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