+126.6%
IVV vs ABNB
+19.5%
+107.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.2% |
| 7D | +0.5% | -4.4% | +4.9% | +1.3% |
| 30D | -1.0% | -2.0% | +1.0% | -0.7% |
| 3M | +3.9% | +29.8% | -26.0% | -1.8% |
| 6M | +14.5% | +31.0% | -16.5% | +7.9% |
| YTD | +12.9% | +28.6% | -15.7% | +6.6% |
| 1Y | +19.4% | +40.1% | -20.7% | +10.7% |
| 3Y | +78.8% | +19.7% | +59.1% | +67.2% |
| 5Y | +82.2% | +6.5% | +75.7% | +65.6% |
| All | +126.6% | +19.5% | +107.1% | +105.5% |
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