-11.7%
LVS vs IWD
+78.7%
-90.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +11.1% | -0.5% | +11.5% | +11.6% |
| 30D | +14.7% | +2.7% | +12.0% | +11.2% |
| 3M | -10.9% | +0.9% | -11.8% | -11.8% |
| 6M | -22.3% | +10.5% | -32.9% | -31.3% |
| YTD | -35.8% | +23.7% | -59.5% | -50.8% |
| 1Y | -33.5% | +28.7% | -62.2% | -51.6% |
| 3Y | -11.7% | +79.7% | -91.4% | -59.1% |
| All | -11.7% | +78.7% | -90.4% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling