-3.5%
LYB vs IEF
-3.5%
0.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -1.6% |
| 7D | +0.3% | -1.3% | +1.6% | -4.2% |
| 30D | +2.5% | -1.7% | +4.2% | -3.4% |
| 3M | +1.4% | -2.5% | +3.9% | -6.3% |
| 6M | -3.5% | -3.3% | -0.2% | -12.6% |
| All | -3.5% | -3.5% | 0.0% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling