+29.1%
ABNB vs IVZ
+109.7%
-80.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +1.9% |
| 7D | -1.7% | +7.6% | -9.3% | -5.4% |
| 30D | +11.8% | +4.3% | +7.5% | +9.1% |
| 3M | +0.9% | -9.3% | +10.2% | +5.4% |
| 6M | +40.5% | +5.2% | +35.2% | +34.3% |
| YTD | +37.6% | +13.4% | +24.2% | +25.3% |
| 1Y | +54.1% | +25.4% | +28.7% | +32.9% |
| 3Y | +56.8% | +152.5% | -95.7% | -12.6% |
| 5Y | -9.6% | +36.7% | -46.3% | -35.1% |
| All | +29.1% | +109.7% | -80.7% | -6.1% |
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