+1,136.5%
IGV vs LVS
+67.7%
+1,068.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | 0.0% | -3.9% | +3.9% | +0.5% |
| 3M | +7.3% | -12.9% | +20.2% | +9.6% |
| 6M | +16.7% | -16.9% | +33.7% | +20.2% |
| YTD | -2.8% | -31.2% | +28.4% | +3.0% |
| 1Y | -6.7% | -16.4% | +9.7% | -4.6% |
| 3Y | +41.1% | -4.4% | +45.6% | +39.2% |
| 5Y | +22.0% | +6.7% | +15.3% | +15.6% |
| 10Y | +357.9% | +1.4% | +356.5% | +324.8% |
| All | +1,136.5% | +67.7% | +1,068.7% | +836.0% |
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