+53.0%
IJR vs LYB
-23.1%
+76.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -2.2% | +0.3% | -2.4% | -2.2% |
| 30D | -4.6% | +2.5% | -7.1% | -5.2% |
| 3M | +0.2% | +1.4% | -1.2% | -0.4% |
| 6M | +14.7% | -3.5% | +18.2% | +12.7% |
| YTD | +18.9% | +52.0% | -33.1% | -2.8% |
| 1Y | +19.9% | +22.1% | -2.1% | +7.0% |
| 3Y | +53.0% | -22.8% | +75.8% | +65.7% |
| All | +53.0% | -23.1% | +76.2% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling