+47.7%
LYB vs IP
+18.1%
+29.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | -0.7% | -5.9% | +5.2% | +2.4% |
| 30D | +1.5% | -17.0% | +18.6% | +11.7% |
| 3M | -0.3% | +8.9% | -9.2% | -8.4% |
| 6M | +0.1% | -10.0% | +10.0% | -1.6% |
| YTD | +53.4% | -9.8% | +63.2% | +49.5% |
| 1Y | +25.6% | -22.6% | +48.2% | +33.9% |
| 3Y | -21.3% | +13.1% | -34.4% | -40.7% |
| 5Y | -2.4% | -22.3% | +19.9% | -4.3% |
| All | +47.7% | +18.1% | +29.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling