-9.9%
ABNB vs IVZ
+36.0%
-45.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.8% | +1.8% |
| 7D | -1.7% | +7.6% | -9.3% | -5.8% |
| 30D | +11.8% | +4.3% | +7.5% | +8.7% |
| 3M | +0.9% | -9.3% | +10.2% | +5.9% |
| 6M | +40.5% | +5.2% | +35.2% | +33.4% |
| YTD | +37.6% | +13.4% | +24.2% | +23.5% |
| 1Y | +54.1% | +25.4% | +28.7% | +29.9% |
| 3Y | +56.8% | +152.5% | -95.7% | -22.5% |
| All | -9.9% | +36.0% | -45.8% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling