+41.2%
LVS vs IWD
+552.9%
-511.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +6.7% | +1.6% | +5.1% | +4.2% |
| 30D | +13.8% | +3.6% | +10.2% | +8.1% |
| 3M | -9.5% | +2.0% | -11.5% | -12.1% |
| 6M | -22.0% | +13.1% | -35.1% | -35.1% |
| YTD | -35.7% | +26.2% | -61.9% | -54.4% |
| 1Y | -36.7% | +29.6% | -66.2% | -56.9% |
| 3Y | -8.8% | +84.3% | -93.2% | -62.7% |
| 5Y | +9.5% | +73.4% | -63.9% | -50.6% |
| 10Y | -10.9% | +202.4% | -213.4% | -82.8% |
| All | +41.2% | +552.9% | -511.7% | -89.9% |
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 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