+62.8%
IWM vs ABNB
+16.2%
+46.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.6% |
| 7D | -1.1% | -7.4% | +6.3% | +0.8% |
| 30D | -3.1% | -8.2% | +5.0% | -1.1% |
| 3M | +2.2% | +29.1% | -26.9% | -5.2% |
| 6M | +15.1% | +26.6% | -11.5% | +7.1% |
| YTD | +18.6% | +25.0% | -6.4% | +10.4% |
| 1Y | +24.0% | +37.0% | -13.0% | +12.5% |
| 3Y | +63.7% | +16.3% | +47.4% | +51.2% |
| 5Y | +38.2% | +2.2% | +36.0% | +24.0% |
| All | +62.8% | +16.2% | +46.6% | +47.2% |
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