+39.7%
LVS vs IRM
+1,461.1%
-1,421.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | -0.8% | +6.8% | -7.6% | -4.0% |
| 30D | +10.0% | +2.6% | +7.4% | +8.0% |
| 3M | -11.0% | -9.5% | -1.6% | -7.9% |
| 6M | -20.1% | -8.5% | -11.7% | -18.5% |
| YTD | -36.3% | +40.3% | -76.6% | -48.3% |
| 1Y | -36.8% | +28.7% | -65.5% | -46.6% |
| 3Y | -9.5% | +111.8% | -121.4% | -44.3% |
| 5Y | +9.3% | +189.1% | -179.8% | -45.4% |
| 10Y | -11.0% | +519.8% | -530.8% | -74.1% |
| All | +39.7% | +1,461.1% | -1,421.4% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling