-17.7%
LVS vs IWF
+10.9%
-28.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | -3.2% | -0.4% | -2.8% | -3.1% |
| 3M | -12.0% | -2.6% | -9.4% | -10.4% |
| 6M | -19.9% | +9.1% | -29.0% | -24.9% |
| YTD | -30.6% | +4.5% | -35.1% | -33.3% |
| 1Y | -17.7% | +10.1% | -27.8% | -21.2% |
| All | -17.7% | +10.9% | -28.6% | -21.2% |
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