+990.2%
IBKR vs LYB
+48.3%
+942.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | -0.2% | +2.5% | -2.7% | -1.3% |
| 3M | +3.0% | +1.4% | +1.6% | +1.6% |
| 6M | +33.9% | -3.5% | +37.3% | +31.2% |
| YTD | +42.5% | +52.0% | -9.5% | +17.1% |
| 1Y | +44.9% | +22.1% | +22.8% | +28.2% |
| 3Y | +293.0% | -22.8% | +315.8% | +302.2% |
| 5Y | +497.7% | -3.4% | +501.0% | +450.6% |
| All | +990.2% | +48.3% | +942.0% | +693.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling