+1,118.8%
IGV vs LVS
+55.3%
+1,063.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.7% |
| 7D | +2.3% | -0.8% | +3.2% | +2.4% |
| 30D | -6.0% | +10.0% | -16.0% | -7.6% |
| 3M | -4.8% | -11.0% | +6.2% | -3.2% |
| 6M | +14.2% | -20.1% | +34.4% | +18.2% |
| YTD | -4.2% | -36.3% | +32.1% | +2.7% |
| 1Y | -5.3% | -36.8% | +31.6% | +1.6% |
| 3Y | +38.8% | -9.5% | +48.3% | +38.0% |
| 5Y | +14.2% | +9.3% | +4.9% | +8.1% |
| 10Y | +357.6% | -11.0% | +368.5% | +332.6% |
| All | +1,118.8% | +55.3% | +1,063.5% | +832.9% |
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