+639.9%
LYB vs IAG
+29.2%
+610.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -0.7% | -4.1% | +3.3% | -0.4% |
| 30D | +1.5% | +10.6% | -9.1% | +0.6% |
| 3M | -0.3% | +35.4% | -35.7% | -3.2% |
| 6M | +0.1% | -9.5% | +9.6% | -0.1% |
| YTD | +53.4% | +21.8% | +31.6% | +48.3% |
| 1Y | +25.6% | +84.1% | -58.5% | +16.4% |
| 3Y | -21.3% | +817.4% | -838.6% | -39.5% |
| 5Y | -2.4% | +830.1% | -832.5% | -27.7% |
| 10Y | +48.8% | +413.8% | -365.0% | +8.6% |
| All | +639.9% | +29.2% | +610.6% | +545.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling