-4.9%
LYB vs IVZ
+61.1%
-66.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +0.3% | -2.4% | +2.7% | +1.1% |
| 30D | +2.5% | +3.0% | -0.6% | +1.1% |
| 3M | +1.4% | +14.9% | -13.5% | -4.6% |
| 6M | -3.5% | +36.7% | -40.2% | -16.4% |
| YTD | +52.0% | +25.7% | +26.3% | +35.7% |
| 1Y | +22.1% | +47.7% | -25.6% | +1.2% |
| 3Y | -22.8% | +138.8% | -161.6% | -50.0% |
| All | -4.9% | +61.1% | -66.1% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 5y: compounded portfolio wealth divided by compounded IVZ 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…
5y analysis · Full analysis span regression · 6 months rolling