+49.0%
LYB vs IFF
+40.8%
+8.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.3% |
| 7D | -5.7% | -4.9% | -0.8% | -6.3% |
| 30D | +4.6% | +2.9% | +1.7% | +5.4% |
| 3M | +5.5% | -1.5% | +7.0% | +5.6% |
| 6M | -19.1% | +23.3% | -42.3% | -15.3% |
| YTD | +47.1% | +30.2% | +16.9% | +37.4% |
| 1Y | +49.0% | +37.9% | +11.1% | +31.2% |
| All | +49.0% | +40.8% | +8.2% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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