+46.3%
LYB vs IRM
+440.8%
-394.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | +2.5% | -7.4% | +9.8% | +5.5% |
| 3M | +1.4% | -7.4% | +8.7% | +3.7% |
| 6M | -3.5% | +8.7% | -12.2% | -9.1% |
| YTD | +52.0% | +40.9% | +11.0% | +26.2% |
| 1Y | +22.1% | +20.5% | +1.5% | +8.1% |
| 3Y | -22.8% | +101.7% | -124.5% | -49.5% |
| 5Y | -3.4% | +197.7% | -201.0% | -50.7% |
| All | +46.3% | +440.8% | -394.5% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling