+24.2%
IJR vs LYB
+47.4%
-23.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.7% | +6.1% | +1.2% |
| 7D | +2.3% | -6.2% | +8.5% | +2.1% |
| 30D | +2.8% | +6.3% | -3.5% | +2.9% |
| 3M | -4.6% | +4.1% | -8.7% | -4.5% |
| 6M | +5.7% | -15.5% | +21.1% | +5.9% |
| YTD | +19.9% | +50.2% | -30.3% | +8.5% |
| 1Y | +24.2% | +50.6% | -26.4% | +11.9% |
| All | +24.2% | +47.4% | -23.3% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling