+123.9%
IVV vs ABNB
+27.9%
+95.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.0% |
| 7D | +2.6% | -1.7% | +4.3% | +2.9% |
| 30D | -2.0% | +11.8% | -13.8% | -4.3% |
| 3M | -2.8% | +0.9% | -3.7% | -3.3% |
| 6M | +2.2% | +40.5% | -38.3% | -5.2% |
| YTD | +11.5% | +37.6% | -26.1% | +3.6% |
| 1Y | +13.5% | +54.1% | -40.6% | +3.0% |
| 3Y | +78.1% | +56.8% | +21.3% | +58.5% |
| 5Y | +73.1% | -9.6% | +82.7% | +56.3% |
| All | +123.9% | +27.9% | +95.9% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling