+400.8%
IWM vs LYB
+633.9%
-233.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -1.1% | -3.1% | +1.9% | 0.0% |
| 30D | -3.1% | +4.0% | -7.1% | -4.8% |
| 3M | +2.2% | +2.4% | -0.2% | +0.3% |
| 6M | +15.1% | -1.4% | +16.5% | +11.9% |
| YTD | +18.6% | +53.9% | -35.4% | -5.0% |
| 1Y | +24.0% | +26.1% | -2.1% | +6.9% |
| 3Y | +63.7% | -21.0% | +84.7% | +68.1% |
| 5Y | +38.2% | -0.7% | +38.9% | +26.7% |
| 10Y | +171.7% | +49.3% | +122.4% | +92.4% |
| All | +400.8% | +633.9% | -233.2% | +43.4% |
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