-17.7%
LVS vs IOT
+14.9%
-32.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.5% |
| 7D | -1.5% | -2.3% | +0.8% | -1.4% |
| 30D | -3.2% | +3.8% | -7.0% | -3.6% |
| 3M | -12.0% | +14.2% | -26.2% | -13.2% |
| 6M | -19.9% | +40.1% | -60.0% | -21.8% |
| YTD | -30.6% | +13.4% | -44.0% | -31.7% |
| 1Y | -17.7% | +12.2% | -29.9% | -17.8% |
| All | -17.7% | +14.9% | -32.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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