+23.1%
IGV vs LVS
+8.6%
+14.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.9% | -3.5% | +0.6% | -2.0% |
| 30D | -1.5% | -6.2% | +4.7% | 0.0% |
| 3M | +11.7% | -14.8% | +26.5% | +16.3% |
| 6M | +18.4% | -20.9% | +39.3% | +25.7% |
| YTD | -3.9% | -33.0% | +29.1% | +6.3% |
| 1Y | -9.7% | -20.0% | +10.4% | -5.4% |
| 3Y | +38.4% | -6.9% | +45.4% | +34.2% |
| All | +23.1% | +8.6% | +14.5% | +6.7% |
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