+620.1%
LYB vs IP
+159.4%
+460.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +4.0% |
| 7D | -0.6% | -2.8% | +2.2% | +0.8% |
| 30D | +5.3% | +9.2% | -3.9% | -0.4% |
| 3M | -1.2% | -16.1% | +15.0% | +7.7% |
| 6M | -13.1% | +9.6% | -22.7% | -22.1% |
| YTD | +49.3% | -8.8% | +58.1% | +43.0% |
| 1Y | +51.8% | -5.5% | +57.3% | +41.8% |
| 3Y | -18.9% | +19.6% | -38.5% | -40.6% |
| 5Y | -6.9% | -13.5% | +6.6% | -16.2% |
| 10Y | +34.2% | +22.4% | +11.8% | -7.7% |
| All | +620.1% | +159.4% | +460.7% | +195.7% |
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