+601.2%
IJR vs LVS
+63.3%
+537.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -2.2% | -3.5% | +1.3% | -1.5% |
| 30D | -4.6% | -6.2% | +1.6% | -3.4% |
| 3M | +0.2% | -14.8% | +15.1% | +3.4% |
| 6M | +14.7% | -20.9% | +35.6% | +19.9% |
| YTD | +18.9% | -33.0% | +51.9% | +28.0% |
| 1Y | +19.9% | -20.0% | +40.0% | +24.0% |
| 3Y | +53.0% | -6.9% | +60.0% | +51.3% |
| 5Y | +40.9% | +9.1% | +31.8% | +30.5% |
| 10Y | +171.1% | -1.1% | +172.2% | +150.2% |
| All | +601.2% | +63.3% | +537.8% | +382.1% |
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