-36.7%
LVS vs IRE
-98.1%
+61.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.8% | +17.4% | +1.7% |
| 7D | +6.7% | -41.9% | +48.6% | +6.9% |
| 30D | +13.8% | -75.1% | +88.9% | +15.0% |
| 3M | -9.5% | -82.4% | +72.9% | -8.4% |
| 6M | -22.0% | -95.5% | +73.5% | -20.2% |
| YTD | -35.7% | -93.1% | +57.4% | -35.7% |
| 1Y | -36.7% | -97.8% | +61.1% | -34.9% |
| All | -36.7% | -98.1% | +61.5% | -34.9% |
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