+50.6%
LYB vs IRE
-97.6%
+148.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -23.2% | +18.5% | -5.2% |
| 7D | -6.2% | -46.8% | +40.6% | -7.3% |
| 30D | +6.3% | -75.5% | +81.8% | +3.8% |
| 3M | +4.1% | -79.4% | +83.5% | +1.7% |
| 6M | -15.5% | -91.3% | +75.8% | -17.5% |
| YTD | +50.2% | -90.8% | +141.1% | +48.0% |
| 1Y | +50.6% | -97.7% | +148.3% | +44.4% |
| All | +50.6% | -97.6% | +148.2% | +44.4% |
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