+143.8%
IBM vs LYB
+48.3%
+95.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +3.1% | +2.5% | +0.6% | +2.2% |
| 3M | -10.8% | +1.4% | -12.2% | -11.8% |
| 6M | -0.8% | -3.5% | +2.7% | -2.0% |
| YTD | -16.2% | +52.0% | -68.2% | -28.9% |
| 1Y | -2.9% | +22.1% | -24.9% | -12.3% |
| 3Y | +79.8% | -22.8% | +102.6% | +85.5% |
| 5Y | +124.9% | -3.4% | +128.2% | +108.9% |
| All | +143.8% | +48.3% | +95.6% | +81.5% |
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