+83.7%
IVV vs LYB
-4.6%
+88.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.0% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -1.1% | +2.5% | -3.5% | -1.7% |
| 3M | +3.9% | +1.4% | +2.5% | +3.3% |
| 6M | +13.6% | -3.5% | +17.1% | +12.3% |
| YTD | +12.7% | +52.0% | -39.3% | -2.8% |
| 1Y | +17.6% | +22.1% | -4.5% | +7.8% |
| 3Y | +77.3% | -22.8% | +100.1% | +84.7% |
| All | +83.7% | -4.6% | +88.3% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling