-31.8%
LVS vs IWF
-1.6%
-30.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.4% |
| 7D | +13.4% | -4.2% | +17.6% | +14.9% |
| 30D | +12.2% | -8.1% | +20.3% | +15.2% |
| 3M | -10.7% | -5.1% | -5.7% | -9.4% |
| 6M | -19.8% | -1.4% | -18.4% | -20.5% |
| YTD | -35.8% | -0.1% | -35.7% | -37.9% |
| 1Y | -31.8% | -1.3% | -30.5% | -33.6% |
| All | -31.8% | -1.6% | -30.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling