+48.2%
LYB vs IP
+19.3%
+28.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +4.9% | +2.6% |
| 7D | -3.1% | -4.6% | +1.5% | -0.8% |
| 30D | +4.0% | -15.3% | +19.3% | +13.1% |
| 3M | +2.4% | +2.7% | -0.3% | -2.9% |
| 6M | -1.4% | -7.4% | +5.9% | -4.8% |
| YTD | +53.9% | -8.8% | +62.8% | +49.2% |
| 1Y | +26.1% | -22.4% | +48.5% | +34.4% |
| 3Y | -21.0% | +14.2% | -35.3% | -40.9% |
| 5Y | -0.7% | -21.8% | +21.1% | -2.9% |
| All | +48.2% | +19.3% | +28.8% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling