+584.6%
LYB vs IP
+165.9%
+418.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.9% | -4.9% | -3.6% |
| 7D | -11.0% | -3.0% | -8.0% | -9.7% |
| 30D | -0.9% | +10.6% | -11.5% | -6.9% |
| 3M | +0.9% | -13.6% | +14.5% | +8.1% |
| 6M | -15.4% | +10.4% | -25.8% | -24.4% |
| YTD | +42.0% | -6.5% | +48.5% | +34.2% |
| 1Y | +47.0% | -2.1% | +49.1% | +34.6% |
| 3Y | -21.2% | +22.0% | -43.2% | -42.9% |
| 5Y | -9.7% | -9.7% | +0.1% | -20.8% |
| 10Y | +29.6% | +26.8% | +2.8% | -12.7% |
| All | +584.6% | +165.9% | +418.7% | +177.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling