+15.9%
ABNB vs IVZ
+129.8%
-114.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -9.5% | -2.4% | -7.1% | -8.4% |
| 30D | -9.4% | +2.5% | -11.9% | -10.6% |
| 3M | +29.9% | +17.1% | +12.8% | +18.5% |
| 6M | +26.6% | +35.1% | -8.6% | +6.3% |
| YTD | +23.5% | +24.3% | -0.8% | +7.9% |
| 1Y | +35.8% | +48.7% | -12.8% | +7.2% |
| 3Y | +15.0% | +135.6% | -120.7% | -32.7% |
| 5Y | +1.5% | +60.3% | -58.8% | -31.1% |
| All | +15.9% | +129.8% | -114.0% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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