+357.7%
IGV vs LYB
+48.3%
+309.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -1.5% | +2.5% | -4.0% | -2.2% |
| 3M | +11.7% | +1.4% | +10.3% | +10.8% |
| 6M | +18.4% | -3.5% | +21.9% | +17.4% |
| YTD | -3.9% | +52.0% | -55.9% | -16.1% |
| 1Y | -9.7% | +22.1% | -31.7% | -16.7% |
| 3Y | +38.4% | -22.8% | +61.2% | +41.9% |
| 5Y | +21.6% | -3.4% | +24.9% | +15.9% |
| All | +357.7% | +48.3% | +309.5% | +266.5% |
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