-20.0%
LVS vs IEF
-2.7%
-17.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.5% | -1.3% | -2.1% | -3.0% |
| 30D | -6.2% | -1.7% | -4.5% | -5.6% |
| 3M | -14.8% | -2.5% | -12.3% | -14.1% |
| 6M | -20.9% | -3.3% | -17.6% | -20.4% |
| YTD | -33.0% | -2.8% | -30.2% | -32.0% |
| 1Y | -20.0% | -2.7% | -17.3% | -18.4% |
| All | -20.0% | -2.7% | -17.3% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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