-12.5%
LVS vs IRE
-84.0%
+71.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -1.3% |
| 7D | -2.7% | +29.0% | -31.8% | -3.3% |
| 30D | -4.7% | +24.2% | -28.9% | -5.4% |
| 3M | -15.6% | -53.2% | +37.6% | -15.1% |
| 6M | -18.6% | -36.0% | +17.4% | -20.4% |
| YTD | -32.3% | -51.0% | +18.7% | -34.6% |
| All | -12.5% | -84.0% | +71.5% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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