+29.1%
ABNB vs IYR
+41.4%
-12.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -1.7% | +0.6% | -2.3% | -2.2% |
| 30D | +11.8% | +6.6% | +5.2% | +5.9% |
| 3M | +0.9% | -1.8% | +2.7% | +2.6% |
| 6M | +40.5% | +1.4% | +39.0% | +38.4% |
| YTD | +37.6% | +10.5% | +27.1% | +25.5% |
| 1Y | +54.1% | +10.6% | +43.5% | +40.4% |
| 3Y | +56.8% | +41.8% | +14.9% | +10.4% |
| 5Y | -9.6% | +6.0% | -15.6% | -16.6% |
| All | +29.1% | +41.4% | -12.4% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling