-22.8%
LYB vs IWF
+76.9%
-99.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | +2.5% | -1.7% | +4.2% | +3.0% |
| 3M | +1.4% | +0.7% | +0.7% | +0.8% |
| 6M | -3.5% | +8.6% | -12.0% | -7.7% |
| YTD | +52.0% | +3.5% | +48.5% | +49.1% |
| 1Y | +22.1% | +7.0% | +15.0% | +17.3% |
| 3Y | -22.8% | +76.3% | -99.1% | -44.3% |
| All | -22.8% | +76.9% | -99.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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