+694.9%
ICE vs LYB
+624.6%
+70.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.2% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +4.0% | +2.5% | +1.5% | +3.3% |
| 3M | +13.7% | +1.4% | +12.3% | +12.9% |
| 6M | +0.9% | -3.5% | +4.4% | +0.4% |
| YTD | -2.1% | +52.0% | -54.1% | -13.1% |
| 1Y | -9.5% | +22.1% | -31.6% | -15.7% |
| 3Y | +42.1% | -22.8% | +64.9% | +44.9% |
| 5Y | +41.4% | -3.4% | +44.7% | +34.3% |
| 10Y | +216.7% | +47.4% | +169.4% | +144.2% |
| All | +694.9% | +624.6% | +70.3% | +217.9% |
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