+78.1%
IVV vs LYB
-15.9%
+94.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +2.6% | +6.1% | -3.5% | +1.9% |
| 30D | -2.0% | +5.3% | -7.3% | -2.7% |
| 3M | -2.8% | +4.3% | -7.1% | -3.5% |
| 6M | +2.2% | -10.8% | +13.0% | +3.6% |
| YTD | +11.5% | +53.8% | -42.2% | -1.2% |
| 1Y | +13.5% | +50.5% | -37.0% | +0.8% |
| 3Y | +78.1% | -16.4% | +94.5% | +79.9% |
| All | +78.1% | -15.9% | +94.0% | +79.9% |
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 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