+51.9%
LYB vs IRE
-82.8%
+134.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.2% | -8.6% | +1.8% |
| 7D | -0.9% | +58.9% | -59.8% | -0.3% |
| 30D | +9.5% | +17.2% | -7.7% | +9.9% |
| 3M | +1.3% | -58.6% | +59.9% | +1.2% |
| 6M | -1.7% | -23.5% | +21.7% | -1.3% |
| YTD | +54.1% | -47.4% | +101.6% | +54.1% |
| All | +51.9% | -82.8% | +134.7% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling