+50.6%
LYB vs IBN
+4.2%
+46.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.8% | -8.5% | -3.2% |
| 7D | -6.2% | +8.9% | -15.1% | -2.8% |
| 30D | +6.3% | +12.6% | -6.3% | +11.9% |
| 3M | +4.1% | +3.1% | +1.0% | +5.3% |
| 6M | -15.5% | +20.6% | -36.1% | -7.5% |
| YTD | +50.2% | +5.8% | +44.5% | +65.1% |
| 1Y | +50.6% | +3.7% | +46.9% | +69.2% |
| All | +50.6% | +4.2% | +46.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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