+40.9%
LVS vs IWD
+540.0%
-499.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +0.1% |
| 7D | +11.1% | -0.5% | +11.5% | +11.8% |
| 30D | +14.7% | +2.7% | +12.0% | +10.4% |
| 3M | -10.9% | +0.9% | -11.8% | -12.0% |
| 6M | -22.3% | +10.5% | -32.9% | -33.2% |
| YTD | -35.8% | +23.7% | -59.5% | -53.2% |
| 1Y | -33.5% | +28.7% | -62.2% | -54.2% |
| 3Y | -11.7% | +79.7% | -91.4% | -62.5% |
| 5Y | +2.6% | +69.7% | -67.1% | -52.2% |
| 10Y | -11.9% | +211.4% | -223.3% | -83.8% |
| All | +40.9% | +540.0% | -499.1% | -89.7% |
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