+943.3%
IGV vs LYB
+631.6%
+311.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -5.4% | -0.7% | -4.7% | -5.2% |
| 30D | -2.6% | +1.5% | -4.2% | -3.2% |
| 3M | +10.5% | -0.3% | +10.8% | +9.9% |
| 6M | +18.2% | +0.1% | +18.1% | +15.8% |
| YTD | -4.2% | +53.4% | -57.7% | -18.1% |
| 1Y | -9.8% | +25.6% | -35.5% | -18.6% |
| 3Y | +39.1% | -21.3% | +60.4% | +41.9% |
| 5Y | +21.2% | -2.4% | +23.6% | +13.8% |
| 10Y | +361.5% | +48.8% | +312.8% | +236.4% |
| All | +943.3% | +631.6% | +311.8% | +259.8% |
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