-3.8%
LVS vs IOVA
+3.8%
-7.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -1.4% |
| 7D | -4.3% | -6.4% | +2.1% | -3.7% |
| 30D | -6.8% | +25.4% | -32.2% | -8.9% |
| 3M | -15.6% | +115.3% | -131.0% | -22.3% |
| 6M | -20.6% | +56.5% | -77.1% | -25.4% |
| YTD | -33.4% | +198.2% | -231.6% | -41.7% |
| 1Y | -20.1% | +242.0% | -262.2% | -31.7% |
| 3Y | -7.4% | +36.8% | -44.2% | -22.2% |
| 5Y | +8.5% | -64.3% | +72.8% | -1.2% |
| All | -3.8% | +3.8% | -7.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IOVA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling