-6.9%
LVS vs IOT
+23.8%
-30.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.5% | -4.5% | +1.1% | -3.0% |
| 30D | -6.2% | -2.4% | -3.8% | -6.1% |
| 3M | -14.8% | +19.0% | -33.8% | -16.8% |
| 6M | -20.9% | +19.6% | -40.5% | -22.9% |
| YTD | -33.0% | +8.3% | -41.3% | -34.4% |
| 1Y | -20.0% | -0.8% | -19.2% | -21.1% |
| 3Y | -6.9% | +24.4% | -31.3% | -10.7% |
| All | -6.9% | +23.8% | -30.8% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling