-4.9%
LYB vs IAG
+820.9%
-825.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.0% |
| 7D | +0.3% | -1.1% | +1.3% | +0.3% |
| 30D | +2.5% | +12.1% | -9.7% | +1.7% |
| 3M | +1.4% | +25.5% | -24.1% | -0.2% |
| 6M | -3.5% | -7.1% | +3.6% | -3.4% |
| YTD | +52.0% | +22.9% | +29.1% | +47.9% |
| 1Y | +22.1% | +83.3% | -61.3% | +14.1% |
| 3Y | -22.8% | +808.5% | -831.3% | -41.5% |
| All | -4.9% | +820.9% | -825.9% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling