+139.3%
IAU vs LYV
+93.4%
+46.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -2.0% |
| 30D | -1.5% | -8.2% | +6.7% | -1.3% |
| 3M | +3.3% | -1.3% | +4.5% | +3.3% |
| 6M | -16.2% | +2.6% | -18.8% | -16.3% |
| YTD | +0.7% | +19.4% | -18.7% | +0.3% |
| 1Y | +19.2% | -2.2% | +21.5% | +19.0% |
| 3Y | +124.4% | +106.0% | +18.4% | +123.0% |
| All | +139.3% | +93.4% | +46.0% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 5y: compounded portfolio wealth divided by compounded LYV 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…
5y analysis · Full analysis span regression · 6 months rolling