-9.5%
LVS vs IVZ
+152.3%
-161.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +2.0% |
| 7D | -0.8% | +7.6% | -8.4% | -3.0% |
| 30D | +10.0% | +4.3% | +5.7% | +8.4% |
| 3M | -11.0% | -9.3% | -1.7% | -8.8% |
| 6M | -20.1% | +5.2% | -25.4% | -22.4% |
| YTD | -36.3% | +13.4% | -49.8% | -40.2% |
| 1Y | -36.8% | +25.4% | -62.2% | -42.9% |
| 3Y | -9.5% | +152.5% | -162.0% | -37.0% |
| All | -9.5% | +152.3% | -161.8% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling