+39.1%
IGV vs ABNB
+54.1%
-15.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.5% | +6.5% | -4.0% | -0.1% |
| 30D | -8.6% | +9.4% | -18.0% | -12.0% |
| 3M | -1.6% | +0.6% | -2.2% | -2.5% |
| 6M | +13.4% | +33.7% | -20.2% | -0.3% |
| YTD | -4.0% | +33.5% | -37.5% | -15.8% |
| 1Y | -7.6% | +48.8% | -56.5% | -22.3% |
| All | +39.1% | +54.1% | -15.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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