+52.3%
LVS vs IWD
+538.1%
-485.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.1% |
| 30D | -3.2% | +0.6% | -3.8% | -4.0% |
| 3M | -12.0% | +7.2% | -19.2% | -20.7% |
| 6M | -19.9% | +16.2% | -36.1% | -35.9% |
| YTD | -30.6% | +23.3% | -54.0% | -49.2% |
| 1Y | -17.7% | +29.6% | -47.3% | -44.0% |
| 3Y | -14.2% | +70.5% | -84.7% | -60.6% |
| 5Y | +9.6% | +73.5% | -63.8% | -50.6% |
| 10Y | +5.7% | +198.3% | -192.6% | -79.3% |
| All | +52.3% | +538.1% | -485.9% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling