+18.5%
ABNB vs IVZ
+135.2%
-116.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.1% |
| 7D | -4.4% | +1.1% | -5.5% | -4.9% |
| 30D | -2.0% | +3.1% | -5.1% | -3.4% |
| 3M | +29.8% | +18.2% | +11.7% | +19.1% |
| 6M | +31.0% | +38.6% | -7.6% | +10.5% |
| YTD | +28.6% | +25.9% | +2.7% | +13.1% |
| 1Y | +40.1% | +51.7% | -11.6% | +11.8% |
| All | +18.5% | +135.2% | -116.7% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling