-22.0%
LYB vs IWD
+69.4%
-91.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | 0.0% |
| 7D | -0.7% | -2.3% | +1.6% | +1.8% |
| 30D | +1.5% | -1.8% | +3.3% | +3.4% |
| 3M | -0.3% | +8.0% | -8.3% | -9.4% |
| 6M | +0.1% | +17.0% | -16.9% | -18.9% |
| YTD | +53.4% | +21.3% | +32.2% | +18.3% |
| 1Y | +25.6% | +27.9% | -2.3% | -10.1% |
| All | -22.0% | +69.4% | -91.4% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling