+57.6%
IWM vs ABNB
+28.0%
+29.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.2% |
| 7D | +0.3% | +11.9% | -11.7% | -2.7% |
| 30D | +0.6% | +12.7% | -12.1% | -2.7% |
| 3M | -6.2% | +1.2% | -7.4% | -7.0% |
| 6M | -0.8% | +32.1% | -32.9% | -8.9% |
| YTD | +14.8% | +37.7% | -23.0% | +3.8% |
| 1Y | +16.1% | +55.5% | -39.3% | +1.7% |
| 3Y | +71.5% | +58.2% | +13.3% | +46.5% |
| 5Y | +25.8% | -2.8% | +28.5% | +11.7% |
| All | +57.6% | +28.0% | +29.6% | +38.5% |
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