-21.2%
LYB vs IP
+20.2%
-41.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -2.5% |
| 7D | -11.0% | -3.0% | -8.0% | -10.6% |
| 30D | -0.9% | +10.6% | -11.5% | -2.6% |
| 3M | +0.9% | -13.6% | +14.5% | +3.2% |
| 6M | -15.4% | +10.4% | -25.8% | -18.8% |
| YTD | +42.0% | -6.5% | +48.5% | +41.0% |
| 1Y | +47.0% | -2.1% | +49.1% | +43.3% |
| 3Y | -21.2% | +22.0% | -43.2% | -24.3% |
| All | -21.2% | +20.2% | -41.4% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling