+485.3%
IWM vs LVS
+54.7%
+430.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -0.3% | -1.3% | +0.9% | -0.1% |
| 30D | +1.9% | +12.2% | -10.3% | -0.7% |
| 3M | -5.7% | -11.3% | +5.6% | -3.5% |
| 6M | -0.3% | -21.6% | +21.3% | +4.5% |
| YTD | +15.8% | -36.6% | +52.4% | +26.2% |
| 1Y | +17.1% | -38.4% | +55.5% | +28.4% |
| 3Y | +73.1% | -10.2% | +83.2% | +72.1% |
| 5Y | +25.9% | +9.4% | +16.4% | +16.7% |
| 10Y | +151.9% | -11.3% | +163.2% | +136.7% |
| All | +485.3% | +54.7% | +430.6% | +310.6% |
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