+46.3%
LYB vs IWD
+203.8%
-157.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -2.2% |
| 7D | +0.3% | -0.8% | +1.1% | +1.3% |
| 30D | +2.5% | -0.8% | +3.3% | +3.4% |
| 3M | +1.4% | +6.9% | -5.5% | -8.2% |
| 6M | -3.5% | +18.3% | -21.8% | -25.6% |
| YTD | +52.0% | +22.4% | +29.6% | +11.8% |
| 1Y | +22.1% | +27.4% | -5.4% | -15.1% |
| 3Y | -22.8% | +71.2% | -93.9% | -64.4% |
| 5Y | -3.4% | +75.7% | -79.1% | -57.4% |
| All | +46.3% | +203.8% | -157.5% | -66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling