+75.4%
IVV vs ABNB
+54.2%
+21.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.3% | -2.2% |
| 7D | -2.7% | +15.6% | -18.3% | -5.9% |
| 30D | -5.4% | +18.3% | -23.6% | -9.0% |
| 3M | -4.1% | +25.3% | -29.3% | -9.5% |
| 6M | +0.7% | +35.8% | -35.1% | -7.2% |
| YTD | +8.7% | +40.0% | -31.2% | -1.0% |
| 1Y | +11.0% | +57.6% | -46.7% | -2.2% |
| 3Y | +75.4% | +60.8% | +14.7% | +50.1% |
| All | +75.4% | +54.2% | +21.2% | +50.1% |
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