+50.6%
LYB vs IEF
-1.9%
+52.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.5% | -5.3% | -3.8% |
| 7D | -6.2% | +0.9% | -7.1% | -4.7% |
| 30D | +6.3% | +3.1% | +3.2% | +12.5% |
| 3M | +4.1% | -1.4% | +5.4% | -0.3% |
| 6M | -15.5% | -1.6% | -13.9% | -18.9% |
| YTD | +50.2% | -2.1% | +52.4% | +39.4% |
| 1Y | +50.6% | -2.0% | +52.6% | +40.6% |
| All | +50.6% | -1.9% | +52.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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