-3.3%
LVS vs IWF
+422.7%
-426.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | -0.1% |
| 7D | -3.5% | -0.9% | -2.5% | -2.7% |
| 30D | -6.2% | -1.7% | -4.5% | -5.0% |
| 3M | -14.8% | +0.7% | -15.5% | -16.1% |
| 6M | -20.9% | +8.6% | -29.4% | -27.2% |
| YTD | -33.0% | +3.5% | -36.6% | -35.8% |
| 1Y | -20.0% | +7.0% | -27.1% | -25.8% |
| 3Y | -6.9% | +76.3% | -83.3% | -46.5% |
| 5Y | +9.1% | +74.8% | -65.7% | -36.9% |
| All | -3.3% | +422.7% | -426.0% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling