+643.2%
LYB vs IBB
+625.0%
+18.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +3.0% |
| 7D | -0.9% | -1.7% | +0.8% | +0.1% |
| 30D | +9.5% | +4.9% | +4.6% | +6.0% |
| 3M | +1.3% | +24.2% | -22.9% | -12.0% |
| 6M | -1.7% | +23.8% | -25.6% | -15.8% |
| YTD | +54.1% | +23.0% | +31.2% | +32.3% |
| 1Y | +25.7% | +46.2% | -20.5% | -3.5% |
| 3Y | -20.9% | +64.8% | -85.8% | -44.2% |
| 5Y | -1.5% | +20.9% | -22.4% | -17.5% |
| 10Y | +45.0% | +121.6% | -76.6% | -22.1% |
| All | +643.2% | +625.0% | +18.2% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling