-17.8%
LVS vs IRE
-98.1%
+80.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -14.4% | +17.1% | +2.9% |
| 7D | -0.8% | -31.8% | +31.0% | -0.4% |
| 30D | +10.0% | -71.8% | +81.7% | +11.5% |
| 3M | -11.0% | -88.9% | +77.9% | -8.4% |
| 6M | -20.1% | -95.4% | +75.2% | -17.3% |
| YTD | -36.3% | -94.2% | +57.9% | -36.7% |
| 1Y | -36.8% | -97.1% | +60.3% | -34.8% |
| All | -17.8% | -98.1% | +80.3% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling