+48.7%
LVS vs IWF
+1,166.5%
-1,117.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -2.7% | +0.5% | -3.3% | -3.4% |
| 30D | -4.7% | -1.4% | -3.3% | -3.2% |
| 3M | -15.6% | +0.4% | -16.0% | -17.5% |
| 6M | -18.6% | +8.5% | -27.1% | -28.5% |
| YTD | -32.3% | +3.7% | -35.9% | -37.0% |
| 1Y | -18.0% | +8.5% | -26.5% | -28.6% |
| 3Y | -5.8% | +78.5% | -84.4% | -60.8% |
| 5Y | +5.7% | +73.6% | -67.9% | -55.8% |
| 10Y | 0.0% | +421.3% | -421.3% | -93.8% |
| All | +48.7% | +1,166.5% | -1,117.8% | -97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling