+726.9%
IAU vs LYV
+1,446.8%
-720.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | +3.3% | -1.3% | +4.5% | +3.3% |
| 6M | -16.2% | +2.6% | -18.8% | -16.2% |
| YTD | +0.7% | +19.4% | -18.7% | +0.7% |
| 1Y | +19.2% | -2.2% | +21.5% | +19.2% |
| 3Y | +124.4% | +106.0% | +18.4% | +125.5% |
| 5Y | +140.0% | +97.7% | +42.4% | +141.3% |
| 10Y | +218.9% | +560.5% | -341.6% | +224.1% |
| All | +726.9% | +1,446.8% | -720.0% | +714.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling