+1.4%
LVS vs IBB
+122.6%
-121.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.4% |
| 7D | +0.3% | -1.7% | +2.0% | +1.3% |
| 30D | -3.9% | +4.9% | -8.8% | -6.9% |
| 3M | -12.9% | +24.2% | -37.1% | -24.2% |
| 6M | -16.9% | +23.8% | -40.8% | -27.9% |
| YTD | -31.2% | +23.0% | -54.2% | -40.3% |
| 1Y | -16.4% | +46.2% | -62.6% | -35.2% |
| 3Y | -4.4% | +64.8% | -69.2% | -32.3% |
| 5Y | +6.7% | +20.9% | -14.2% | -10.3% |
| 10Y | +1.4% | +121.6% | -120.1% | -40.1% |
| All | +1.4% | +122.6% | -121.2% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling