+1.5%
LVS vs IWD
+196.7%
-195.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | +0.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.5% |
| 30D | -3.9% | -0.8% | -3.1% | -3.0% |
| 3M | -12.9% | +8.0% | -20.9% | -20.7% |
| 6M | -16.9% | +18.2% | -35.1% | -32.2% |
| YTD | -31.2% | +22.3% | -53.6% | -46.2% |
| 1Y | -16.4% | +28.9% | -45.3% | -38.6% |
| 3Y | -4.4% | +71.5% | -76.0% | -49.7% |
| 5Y | +6.7% | +73.6% | -66.9% | -43.7% |
| All | +1.5% | +196.7% | -195.2% | -65.8% |
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