+470.3%
IJH vs LYB
+624.6%
-154.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -1.9% | +0.3% | -2.1% | -2.0% |
| 30D | -4.6% | +2.5% | -7.1% | -5.7% |
| 3M | -1.2% | +1.4% | -2.5% | -2.5% |
| 6M | +9.4% | -3.5% | +12.9% | +7.5% |
| YTD | +13.3% | +52.0% | -38.7% | -7.9% |
| 1Y | +13.4% | +22.1% | -8.7% | -0.3% |
| 3Y | +50.4% | -22.8% | +73.2% | +55.5% |
| 5Y | +49.0% | -3.4% | +52.3% | +38.5% |
| 10Y | +182.6% | +47.4% | +135.2% | +103.8% |
| All | +470.3% | +624.6% | -154.4% | +87.2% |
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