+212.6%
IEFA vs LYB
+149.6%
+62.9%
-34.8%
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% | +1.3% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | -1.5% | +2.5% | -4.0% | -2.3% |
| 3M | +3.4% | +1.4% | +2.0% | +2.5% |
| 6M | +9.5% | -3.5% | +13.0% | +8.1% |
| YTD | +13.0% | +52.0% | -38.9% | -3.3% |
| 1Y | +18.0% | +22.1% | -4.0% | +7.1% |
| 3Y | +65.4% | -22.8% | +88.1% | +69.3% |
| 5Y | +51.6% | -3.4% | +54.9% | +42.3% |
| 10Y | +146.7% | +47.4% | +99.3% | +85.6% |
| All | +212.6% | +149.6% | +62.9% | +98.3% |
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