+40.0%
IWM vs ABNB
+6.9%
+33.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.7% |
| 7D | +1.4% | -4.4% | +5.8% | +2.7% |
| 30D | -2.3% | -2.0% | -0.3% | -1.9% |
| 3M | +4.0% | +29.8% | -25.9% | -4.8% |
| 6M | +17.9% | +31.0% | -13.1% | +7.5% |
| YTD | +20.2% | +28.6% | -8.4% | +9.8% |
| 1Y | +25.0% | +40.1% | -15.1% | +11.0% |
| 3Y | +66.0% | +19.7% | +46.3% | +49.9% |
| 5Y | +40.0% | +6.5% | +33.6% | +21.9% |
| All | +40.0% | +6.9% | +33.1% | +21.9% |
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