+25.7%
ABNB vs IVZ
+138.0%
-112.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.3% |
| 7D | -4.0% | +0.6% | -4.6% | -4.3% |
| 30D | +19.3% | +4.0% | +15.3% | +16.8% |
| 3M | +36.1% | +18.2% | +17.9% | +23.5% |
| 6M | +34.2% | +32.8% | +1.4% | +13.8% |
| YTD | +34.1% | +28.7% | +5.3% | +15.0% |
| 1Y | +45.1% | +55.4% | -10.3% | +11.9% |
| 3Y | +37.1% | +135.2% | -98.1% | -19.6% |
| 5Y | +15.2% | +64.2% | -49.0% | -23.0% |
| All | +25.7% | +138.0% | -112.3% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling