+50.6%
LYB vs IWD
+33.0%
+17.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -3.8% |
| 7D | -6.2% | +2.5% | -8.8% | -5.3% |
| 30D | +6.3% | +6.0% | +0.3% | +8.3% |
| 3M | +4.1% | +3.8% | +0.3% | +5.4% |
| 6M | -15.5% | +16.3% | -31.8% | -13.0% |
| YTD | +50.2% | +27.5% | +22.8% | +44.5% |
| 1Y | +50.6% | +32.8% | +17.8% | +38.0% |
| All | +50.6% | +33.0% | +17.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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