+255.3%
IAU vs LYB
+631.6%
-376.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -3.4% | -0.7% | -2.7% | -3.4% |
| 30D | -1.1% | +1.5% | -2.6% | -1.2% |
| 3M | +5.8% | -0.3% | +6.1% | +5.8% |
| 6M | -16.9% | +0.1% | -17.0% | -17.1% |
| YTD | +0.1% | +53.4% | -53.3% | -1.3% |
| 1Y | +18.4% | +25.6% | -7.2% | +17.3% |
| 3Y | +123.6% | -21.3% | +144.9% | +123.8% |
| 5Y | +138.7% | -2.4% | +141.2% | +137.2% |
| 10Y | +217.2% | +48.8% | +168.4% | +208.3% |
| All | +255.3% | +631.6% | -376.2% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 all: compounded portfolio wealth divided by compounded LYB 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…
all analysis · Full analysis span regression · 6 months rolling