-31.8%
LVS vs IWD
+33.0%
-64.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +4.3% |
| 7D | +13.4% | +2.5% | +10.9% | +11.1% |
| 30D | +12.2% | +6.0% | +6.2% | +7.4% |
| 3M | -10.7% | +3.8% | -14.5% | -13.3% |
| 6M | -19.8% | +16.3% | -36.2% | -28.9% |
| YTD | -35.8% | +27.5% | -63.3% | -47.4% |
| 1Y | -31.8% | +32.8% | -64.6% | -46.2% |
| All | -31.8% | +33.0% | -64.8% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling