+811.8%
IVV vs LVS
+56.6%
+755.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.7% | +11.1% | -13.8% | -4.3% |
| 30D | -5.4% | +14.7% | -20.0% | -7.4% |
| 3M | -4.1% | -10.9% | +6.9% | -2.5% |
| 6M | +0.7% | -22.3% | +23.1% | +4.5% |
| YTD | +8.7% | -35.8% | +44.5% | +15.7% |
| 1Y | +11.0% | -33.5% | +44.4% | +17.4% |
| 3Y | +75.4% | -11.7% | +87.1% | +74.8% |
| 5Y | +68.3% | +2.6% | +65.7% | +59.9% |
| 10Y | +315.5% | -11.9% | +327.4% | +292.0% |
| All | +811.8% | +56.6% | +755.2% | +602.1% |
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