+226.9%
IYR vs LYB
+624.6%
-397.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | -1.4% | +0.3% | -1.6% | -1.4% |
| 30D | -2.7% | +2.5% | -5.1% | -3.4% |
| 3M | -2.1% | +1.4% | -3.5% | -3.0% |
| 6M | +3.6% | -3.5% | +7.1% | +2.5% |
| YTD | +8.1% | +52.0% | -43.9% | -6.7% |
| 1Y | +4.7% | +22.1% | -17.3% | -4.4% |
| 3Y | +29.1% | -22.8% | +51.9% | +32.3% |
| 5Y | +6.9% | -3.4% | +10.3% | +0.8% |
| 10Y | +69.0% | +47.4% | +21.6% | +27.2% |
| All | +226.9% | +624.6% | -397.7% | +13.1% |
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