+25.7%
ABNB vs IYR
+40.3%
-14.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.2% |
| 7D | -4.0% | -1.2% | -2.7% | -2.9% |
| 30D | +19.3% | -2.9% | +22.2% | +22.4% |
| 3M | +36.1% | +0.8% | +35.2% | +34.8% |
| 6M | +34.2% | +1.9% | +32.4% | +31.6% |
| YTD | +34.1% | +9.6% | +24.4% | +23.0% |
| 1Y | +45.1% | +8.1% | +37.0% | +34.7% |
| 3Y | +37.1% | +29.2% | +7.9% | +5.5% |
| 5Y | +15.2% | +4.3% | +10.9% | +6.4% |
| All | +25.7% | +40.3% | -14.6% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling