+144.3%
IEMG vs LVS
+51.0%
+93.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | +1.6% | -2.7% | +4.3% | +2.4% |
| 30D | +4.6% | -4.7% | +9.3% | +5.9% |
| 3M | +4.8% | -15.6% | +20.4% | +9.5% |
| 6M | +16.8% | -18.6% | +35.5% | +23.0% |
| YTD | +24.8% | -32.3% | +57.1% | +37.5% |
| 1Y | +34.3% | -18.0% | +52.3% | +39.4% |
| 3Y | +87.0% | -5.8% | +92.8% | +81.6% |
| 5Y | +49.9% | +5.7% | +44.2% | +33.7% |
| 10Y | +144.8% | 0.0% | +144.8% | +108.8% |
| All | +144.3% | +51.0% | +93.3% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling