-3.3%
LVS vs IRM
+440.8%
-444.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.1% |
| 7D | -3.5% | -1.4% | -2.0% | -3.1% |
| 30D | -6.2% | -7.4% | +1.1% | -4.3% |
| 3M | -14.8% | -7.4% | -7.5% | -13.3% |
| 6M | -20.9% | +8.7% | -29.5% | -23.8% |
| YTD | -33.0% | +40.9% | -74.0% | -41.2% |
| 1Y | -20.0% | +20.5% | -40.5% | -26.3% |
| 3Y | -6.9% | +101.7% | -108.6% | -31.3% |
| 5Y | +9.1% | +197.7% | -188.6% | -31.6% |
| All | -3.3% | +440.8% | -444.1% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling