+56.8%
ABNB vs IWF
+65.9%
-9.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +4.1% |
| 7D | -1.7% | +2.8% | -4.5% | -4.3% |
| 30D | +11.8% | -7.5% | +19.4% | +19.3% |
| 3M | +0.9% | -8.5% | +9.4% | +8.4% |
| 6M | +40.5% | -7.4% | +47.9% | +48.6% |
| YTD | +37.6% | -2.6% | +40.3% | +38.4% |
| 1Y | +54.1% | -1.8% | +56.0% | +53.6% |
| 3Y | +56.8% | +65.5% | -8.7% | -22.0% |
| All | +56.8% | +65.9% | -9.1% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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