+632.8%
LYB vs IVZ
+176.2%
+456.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.5% |
| 7D | +0.3% | -2.4% | +2.7% | +1.5% |
| 30D | +2.5% | +3.0% | -0.6% | +0.4% |
| 3M | +1.4% | +14.9% | -13.5% | -7.6% |
| 6M | -3.5% | +36.7% | -40.2% | -22.1% |
| YTD | +52.0% | +25.7% | +26.3% | +27.6% |
| 1Y | +22.1% | +47.7% | -25.6% | -7.2% |
| 3Y | -22.8% | +138.8% | -161.6% | -58.1% |
| 5Y | -3.4% | +62.1% | -65.4% | -37.6% |
| 10Y | +47.4% | +64.3% | -17.0% | -16.7% |
| All | +632.8% | +176.2% | +456.7% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling