+64.4%
IBIT vs LYV
+90.6%
-26.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.2% | -1.9% | -1.3% | -2.4% |
| 30D | +22.0% | -8.2% | +30.1% | +26.1% |
| 3M | +21.4% | -1.3% | +22.7% | +21.4% |
| 6M | +9.2% | +2.6% | +6.6% | +6.9% |
| YTD | -11.8% | +19.4% | -31.2% | -19.9% |
| 1Y | -32.7% | -2.2% | -30.4% | -32.4% |
| All | +64.4% | +90.6% | -26.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling