+165.3%
IWM vs LVS
-0.5%
+165.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.5% |
| 7D | -2.5% | -4.3% | +1.8% | -1.2% |
| 30D | -4.4% | -6.8% | +2.4% | -2.3% |
| 3M | +2.2% | -15.6% | +17.9% | +7.6% |
| 6M | +14.0% | -20.6% | +34.6% | +21.9% |
| YTD | +17.4% | -33.4% | +50.8% | +32.0% |
| 1Y | +22.9% | -20.1% | +43.1% | +29.2% |
| 3Y | +62.1% | -7.4% | +69.5% | +57.4% |
| 5Y | +38.2% | +8.5% | +29.7% | +19.3% |
| All | +165.3% | -0.5% | +165.8% | +129.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling