+510.4%
IWM vs LVS
+69.2%
+441.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -1.5% | +1.6% | +0.4% |
| 30D | -1.3% | -3.2% | +2.0% | -0.6% |
| 3M | +1.6% | -12.0% | +13.6% | +4.2% |
| 6M | +13.6% | -19.9% | +33.5% | +18.5% |
| YTD | +20.8% | -30.6% | +51.4% | +29.4% |
| 1Y | +26.4% | -17.7% | +44.2% | +30.1% |
| 3Y | +60.7% | -14.2% | +74.9% | +61.4% |
| 5Y | +38.2% | +9.6% | +28.6% | +27.7% |
| 10Y | +169.5% | +5.7% | +163.8% | +144.9% |
| All | +510.4% | +69.2% | +441.2% | +320.9% |
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