+240.5%
IBM vs LYB
+633.9%
-393.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | -3.1% | +6.7% | +4.4% |
| 30D | +1.5% | +4.0% | -2.5% | +0.3% |
| 3M | -12.9% | +2.4% | -15.3% | -14.0% |
| 6M | -3.9% | -1.4% | -2.5% | -5.5% |
| YTD | -17.3% | +53.9% | -71.3% | -28.9% |
| 1Y | -5.0% | +26.1% | -31.1% | -14.1% |
| 3Y | +78.2% | -21.0% | +99.2% | +81.4% |
| 5Y | +120.6% | -0.7% | +121.4% | +105.7% |
| 10Y | +144.5% | +49.3% | +95.2% | +88.8% |
| All | +240.5% | +633.9% | -393.5% | +65.0% |
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