+852.5%
IVV vs LVS
+69.2%
+783.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | +0.1% | -3.2% | +3.3% | +0.5% |
| 3M | +2.0% | -12.0% | +14.0% | +3.9% |
| 6M | +13.0% | -19.9% | +32.9% | +16.7% |
| YTD | +13.6% | -30.6% | +44.2% | +19.6% |
| 1Y | +20.1% | -17.7% | +37.8% | +22.6% |
| 3Y | +77.6% | -14.2% | +91.8% | +77.8% |
| 5Y | +82.5% | +9.6% | +72.8% | +71.1% |
| 10Y | +316.5% | +5.7% | +310.9% | +283.0% |
| All | +852.5% | +69.2% | +783.3% | +625.4% |
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