-2.1%
IGV vs LVS
-18.2%
+16.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -4.5% | -1.5% | -3.0% | -4.3% |
| 30D | +3.2% | -3.2% | +6.4% | +3.7% |
| 3M | +4.5% | -12.0% | +16.5% | +7.1% |
| 6M | +22.1% | -19.9% | +42.0% | +27.4% |
| YTD | -1.0% | -30.6% | +29.6% | +5.2% |
| 1Y | -2.1% | -17.7% | +15.6% | +3.6% |
| All | -2.1% | -18.2% | +16.1% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling