+49.4%
LYB vs IRE
-84.4%
+133.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +14.0% | -15.9% | -1.7% |
| 7D | -0.2% | +54.8% | -55.0% | +0.4% |
| 30D | +8.7% | +18.4% | -9.7% | +9.1% |
| 3M | -3.0% | -66.7% | +63.7% | -3.3% |
| 6M | +4.7% | -52.3% | +57.0% | +5.4% |
| YTD | +51.6% | -52.3% | +103.9% | +51.3% |
| All | +49.4% | -84.4% | +133.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling