-3.3%
LVS vs IBN
+324.2%
-327.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | -0.1% |
| 7D | -3.5% | -3.0% | -0.5% | -2.5% |
| 30D | -6.2% | -1.5% | -4.7% | -5.8% |
| 3M | -14.8% | +7.9% | -22.8% | -17.1% |
| 6M | -20.9% | +8.6% | -29.5% | -23.2% |
| YTD | -33.0% | -0.6% | -32.5% | -33.2% |
| 1Y | -20.0% | -7.3% | -12.7% | -18.7% |
| 3Y | -6.9% | +26.2% | -33.1% | -16.2% |
| 5Y | +9.1% | +57.8% | -48.7% | -10.4% |
| All | -3.3% | +324.2% | -327.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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