-9.5%
LVS vs IWD
+203.0%
-212.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.4% |
| 7D | -0.8% | +2.3% | -3.1% | -3.5% |
| 30D | +10.0% | +3.6% | +6.4% | +5.5% |
| 3M | -11.0% | +2.2% | -13.2% | -13.2% |
| 6M | -20.1% | +13.0% | -33.1% | -31.3% |
| YTD | -36.3% | +26.5% | -62.9% | -52.2% |
| 1Y | -36.8% | +30.1% | -67.0% | -54.2% |
| 3Y | -9.5% | +84.9% | -94.4% | -56.6% |
| 5Y | +9.3% | +73.4% | -64.0% | -42.5% |
| All | -9.5% | +203.0% | -212.5% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling