+54.6%
IGV vs ABNB
+24.6%
+30.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -4.5% | -4.0% | -0.5% | -3.2% |
| 30D | +3.2% | +19.3% | -16.1% | -3.1% |
| 3M | +4.5% | +36.1% | -31.5% | -6.2% |
| 6M | +22.1% | +34.2% | -12.1% | +10.0% |
| YTD | -1.0% | +34.1% | -35.1% | -10.9% |
| 1Y | -2.1% | +45.1% | -47.2% | -14.2% |
| 3Y | +44.6% | +37.1% | +7.5% | +25.4% |
| 5Y | +22.2% | +15.2% | +7.0% | +5.7% |
| All | +54.6% | +24.6% | +30.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling