+46.3%
LYB vs IBB
+125.5%
-79.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +0.3% | -4.2% | +4.5% | +2.5% |
| 30D | +2.5% | +1.1% | +1.4% | +1.5% |
| 3M | +1.4% | +19.0% | -17.7% | -8.5% |
| 6M | -3.5% | +18.9% | -22.4% | -14.0% |
| YTD | +52.0% | +20.3% | +31.6% | +33.9% |
| 1Y | +22.1% | +41.5% | -19.4% | -2.5% |
| 3Y | -22.8% | +60.3% | -83.0% | -43.2% |
| 5Y | -3.4% | +18.7% | -22.1% | -16.3% |
| All | +46.3% | +125.5% | -79.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling