+639.9%
LYB vs IBN
+353.3%
+286.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.7% | -5.5% | +4.8% | +1.3% |
| 30D | +1.5% | -3.4% | +5.0% | +2.7% |
| 3M | -0.3% | +8.7% | -9.0% | -3.6% |
| 6M | +0.1% | +3.7% | -3.7% | -2.6% |
| YTD | +53.4% | -2.4% | +55.8% | +52.4% |
| 1Y | +25.6% | -8.1% | +33.7% | +27.5% |
| 3Y | -21.3% | +26.3% | -47.6% | -30.2% |
| 5Y | -2.4% | +54.9% | -57.4% | -21.3% |
| 10Y | +48.8% | +311.8% | -263.0% | -21.8% |
| All | +639.9% | +353.3% | +286.6% | +228.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling