+20.7%
IWM vs ABNB
-5.7%
+26.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | -2.4% |
| 7D | -2.0% | +15.6% | -17.6% | -6.3% |
| 30D | -1.5% | +18.3% | -19.7% | -6.5% |
| 3M | -8.0% | +25.3% | -33.3% | -15.0% |
| 6M | -4.1% | +35.8% | -39.9% | -13.9% |
| YTD | +11.9% | +40.0% | -28.1% | -0.9% |
| 1Y | +15.0% | +57.6% | -42.6% | -2.0% |
| 3Y | +64.2% | +60.8% | +3.4% | +35.2% |
| All | +20.7% | -5.7% | +26.4% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling