+23.1%
IGV vs ABNB
+6.2%
+16.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.3% |
| 7D | -2.9% | -6.5% | +3.5% | -0.4% |
| 30D | -1.5% | -5.5% | +4.0% | +0.5% |
| 3M | +11.7% | +30.0% | -18.4% | 0.0% |
| 6M | +18.4% | +27.6% | -9.2% | +6.8% |
| YTD | -3.9% | +25.4% | -29.3% | -13.0% |
| 1Y | -9.7% | +38.3% | -48.0% | -21.3% |
| 3Y | +38.4% | +15.5% | +22.9% | +24.5% |
| All | +23.1% | +6.2% | +16.9% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling