-3.3%
LVS vs IVZ
+65.9%
-69.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.1% |
| 7D | -3.5% | -2.4% | -1.1% | -2.5% |
| 30D | -6.2% | +3.0% | -9.3% | -7.5% |
| 3M | -14.8% | +14.9% | -29.7% | -20.2% |
| 6M | -20.9% | +36.7% | -57.6% | -31.5% |
| YTD | -33.0% | +25.7% | -58.7% | -40.3% |
| 1Y | -20.0% | +47.7% | -67.7% | -33.8% |
| 3Y | -6.9% | +138.8% | -145.8% | -39.7% |
| 5Y | +9.1% | +62.1% | -53.0% | -18.7% |
| All | -3.3% | +65.9% | -69.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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