+20.6%
ABNB vs IWF
+120.5%
-99.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.7% |
| 7D | -4.4% | +1.5% | -5.9% | -6.0% |
| 30D | -2.0% | -1.3% | -0.7% | -0.7% |
| 3M | +29.8% | +0.1% | +29.7% | +28.4% |
| 6M | +31.0% | +10.3% | +20.7% | +14.9% |
| YTD | +28.6% | +4.2% | +24.5% | +21.1% |
| 1Y | +40.1% | +9.3% | +30.7% | +23.3% |
| 3Y | +19.7% | +79.3% | -59.6% | -46.0% |
| 5Y | +6.5% | +73.8% | -67.3% | -49.1% |
| All | +20.6% | +120.5% | -99.9% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling