-31.8%
LVS vs IBB
+42.2%
-74.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +5.8% |
| 7D | +13.4% | +2.2% | +11.2% | +12.7% |
| 30D | +12.2% | +6.3% | +5.9% | +10.3% |
| 3M | -10.7% | +16.3% | -27.0% | -14.2% |
| 6M | -19.8% | +30.0% | -49.8% | -25.5% |
| YTD | -35.8% | +31.1% | -66.9% | -40.7% |
| 1Y | -31.8% | +42.0% | -73.8% | -38.1% |
| All | -31.8% | +42.2% | -74.0% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 1y: compounded portfolio wealth divided by compounded IBB 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…
1y analysis · Full analysis span regression · 6 months rolling