+50.6%
LYB vs IAG
+56.5%
-5.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +10.2% | -15.0% | -3.9% |
| 7D | -6.2% | +1.1% | -7.3% | -5.9% |
| 30D | +6.3% | -5.3% | +11.6% | +6.3% |
| 3M | +4.1% | +18.0% | -13.9% | +5.8% |
| 6M | -15.5% | +7.1% | -22.6% | -14.0% |
| YTD | +50.2% | +5.9% | +44.3% | +51.8% |
| 1Y | +50.6% | +59.4% | -8.8% | +47.8% |
| All | +50.6% | +56.5% | -5.9% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling