+48.3%
IEMG vs LVS
+8.6%
+39.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -3.5% | +2.2% | -0.5% |
| 30D | +1.9% | -6.2% | +8.2% | +3.3% |
| 3M | +1.4% | -14.8% | +16.2% | +4.9% |
| 6M | +15.2% | -20.9% | +36.0% | +21.0% |
| YTD | +23.8% | -33.0% | +56.9% | +34.5% |
| 1Y | +30.7% | -20.0% | +50.7% | +35.6% |
| 3Y | +83.3% | -6.9% | +90.2% | +78.6% |
| All | +48.3% | +8.6% | +39.7% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 5y: compounded portfolio wealth divided by compounded LVS 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…
5y analysis · Full analysis span regression · 6 months rolling